+345.8%
RIO vs WU
-38.9%
+384.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.8% |
| 7D | -0.9% | -2.0% | +1.1% | -0.3% |
| 30D | -9.1% | +11.4% | -20.5% | -12.5% |
| 3M | -13.7% | -6.8% | -6.9% | -12.2% |
| 6M | -24.3% | -14.6% | -9.7% | -21.8% |
| YTD | +8.9% | -20.6% | +29.5% | +14.6% |
| 1Y | +22.7% | -15.4% | +38.0% | +26.0% |
| 3Y | +51.2% | -23.6% | +74.8% | +57.0% |
| 5Y | +88.1% | -43.4% | +131.5% | +114.1% |
| All | +345.8% | -38.9% | +384.7% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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