-24.1%
RKT vs RIO
+110.8%
-135.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -9.0% | -0.9% | -8.0% | -8.5% |
| 30D | +30.2% | -9.1% | +39.3% | +35.8% |
| 3M | -8.8% | -13.7% | +4.8% | -2.7% |
| 6M | -0.9% | -24.3% | +23.4% | +12.1% |
| YTD | -29.2% | +8.9% | -38.1% | -32.2% |
| 1Y | -20.1% | +22.7% | -42.7% | -27.5% |
| 3Y | +81.3% | +51.2% | +30.2% | +48.8% |
| 5Y | -6.6% | +88.1% | -94.7% | -29.9% |
| All | -24.1% | +110.8% | -135.0% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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