+6,118.4%
RIO vs WY
+698.0%
+5,420.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.2% |
| 7D | +1.9% | -2.1% | +4.0% | +2.9% |
| 30D | +5.0% | -10.5% | +15.4% | +10.2% |
| 3M | +5.1% | -4.9% | +10.0% | +6.9% |
| 6M | +17.6% | -4.9% | +22.5% | +19.5% |
| YTD | +36.3% | -1.7% | +38.0% | +35.6% |
| 1Y | +71.2% | -9.4% | +80.6% | +76.1% |
| 3Y | +102.7% | -22.3% | +125.0% | +119.0% |
| 5Y | +99.6% | -20.5% | +120.1% | +108.7% |
| 10Y | +603.1% | +4.9% | +598.2% | +485.3% |
| All | +6,118.4% | +698.0% | +5,420.4% | +2,973.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling