+1,049.0%
RMBS vs RIO
+2,775.2%
-1,726.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | +3.0% | +1.9% | +1.0% | +2.2% |
| 30D | -14.4% | +5.0% | -19.4% | -16.0% |
| 3M | -42.8% | +5.1% | -48.0% | -43.8% |
| 6M | -1.4% | +17.6% | -19.0% | -6.3% |
| YTD | -5.4% | +36.3% | -41.7% | -14.9% |
| 1Y | +18.6% | +71.2% | -52.6% | -1.3% |
| 3Y | +57.3% | +102.7% | -45.4% | +23.9% |
| 5Y | +265.7% | +99.6% | +166.1% | +183.5% |
| 10Y | +546.0% | +603.1% | -57.1% | +222.6% |
| All | +1,049.0% | +2,775.2% | -1,726.2% | +217.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling