+92.0%
RIO vs WY
-22.3%
+114.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -3.2% |
| 7D | -3.4% | -3.7% | +0.3% | -2.0% |
| 30D | +0.6% | -11.3% | +11.9% | +5.0% |
| 3M | +2.5% | -8.1% | +10.7% | +5.3% |
| 6M | +10.8% | -7.4% | +18.2% | +13.3% |
| YTD | +30.5% | -4.7% | +35.2% | +31.5% |
| 1Y | +68.1% | -9.2% | +77.3% | +72.1% |
| 3Y | +94.0% | -24.7% | +118.7% | +110.0% |
| 5Y | +92.0% | -21.6% | +113.6% | +105.6% |
| All | +92.0% | -22.3% | +114.3% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling