+491.9%
RIO vs WU
-22.9%
+514.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | +0.1% | -5.3% | +5.4% | +3.1% |
| 30D | -10.5% | +9.0% | -19.5% | -15.3% |
| 3M | -15.9% | -3.6% | -12.4% | -15.4% |
| 6M | -22.3% | -19.4% | -2.9% | -15.8% |
| YTD | +9.3% | -21.7% | +31.0% | +19.0% |
| 1Y | +23.0% | -16.1% | +39.2% | +28.3% |
| 3Y | +52.1% | -24.1% | +76.2% | +60.0% |
| 5Y | +88.9% | -44.1% | +133.0% | +127.3% |
| 10Y | +354.1% | -39.6% | +393.7% | +367.4% |
| All | +491.9% | -22.9% | +514.8% | +354.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling