+580.6%
RIO vs WU
-39.5%
+620.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | -3.4% | -5.0% | +1.6% | -1.8% |
| 30D | +0.6% | -2.3% | +2.8% | +1.1% |
| 3M | +2.5% | -3.2% | +5.8% | +1.8% |
| 6M | +10.8% | -25.0% | +35.8% | +19.9% |
| YTD | +30.5% | -21.7% | +52.1% | +38.5% |
| 1Y | +68.1% | -9.0% | +77.1% | +67.8% |
| 3Y | +94.0% | -28.9% | +122.9% | +107.3% |
| 5Y | +92.0% | -51.0% | +143.0% | +133.1% |
| All | +580.6% | -39.5% | +620.1% | +645.8% |
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