+619.2%
RIO vs Z
-5.7%
+624.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.0% | -7.1% | +8.0% | +1.9% |
| 30D | +4.0% | -4.8% | +8.8% | +4.5% |
| 3M | +4.5% | -9.3% | +13.9% | +5.4% |
| 6M | +17.3% | -29.0% | +46.3% | +21.9% |
| YTD | +36.2% | -52.9% | +89.1% | +48.6% |
| 1Y | +76.1% | -63.1% | +139.3% | +98.2% |
| 3Y | +102.5% | -36.9% | +139.4% | +106.3% |
| 5Y | +103.5% | -65.5% | +169.0% | +115.7% |
| 10Y | +619.2% | -3.9% | +623.0% | +453.7% |
| All | +619.2% | -5.7% | +624.9% | +453.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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