+580.6%
RIO vs USFR
+28.0%
+552.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | +0.6% | +0.3% | +0.3% | +0.3% |
| 3M | +2.5% | +1.0% | +1.6% | +1.8% |
| 6M | +10.8% | +1.9% | +8.9% | +9.2% |
| YTD | +30.5% | +2.7% | +27.8% | +27.8% |
| 1Y | +68.1% | +4.0% | +64.1% | +63.1% |
| 3Y | +94.0% | +14.1% | +80.0% | +75.7% |
| 5Y | +92.0% | +20.5% | +71.5% | +66.7% |
| All | +580.6% | +28.0% | +552.6% | +475.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling