+345.8%
RIO vs Z
-16.5%
+362.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.8% |
| 7D | -0.9% | +0.8% | -1.8% | -1.0% |
| 30D | -9.1% | +5.2% | -14.3% | -10.0% |
| 3M | -13.7% | -17.0% | +3.4% | -12.1% |
| 6M | -24.3% | -22.7% | -1.7% | -22.5% |
| YTD | +8.9% | -56.3% | +65.2% | +19.4% |
| 1Y | +22.7% | -57.7% | +80.3% | +34.9% |
| 3Y | +51.2% | -16.5% | +67.7% | +47.7% |
| 5Y | +88.1% | -53.4% | +141.5% | +91.4% |
| All | +345.8% | -16.5% | +362.3% | +261.3% |
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