+380.1%
RIO vs USFR
+27.6%
+352.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | +5.0% | +0.3% | +4.6% | +4.7% |
| 3M | +5.1% | +1.0% | +4.2% | +4.4% |
| 6M | +17.6% | +1.9% | +15.7% | +16.1% |
| YTD | +36.3% | +2.7% | +33.6% | +33.9% |
| 1Y | +71.2% | +4.0% | +67.2% | +66.7% |
| 3Y | +102.7% | +14.0% | +88.7% | +85.7% |
| 5Y | +99.6% | +20.4% | +79.2% | +76.3% |
| 10Y | +603.1% | +28.1% | +575.0% | +495.3% |
| All | +380.1% | +27.6% | +352.5% | +303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling