+558.9%
RMBS vs RIO
+608.6%
-49.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +1.8% | -3.2% | +5.0% | +3.6% |
| 30D | -13.9% | +0.9% | -14.8% | -14.4% |
| 3M | -39.8% | -1.4% | -38.4% | -39.4% |
| 6M | -6.0% | +10.9% | -17.0% | -10.2% |
| YTD | -5.4% | +31.2% | -36.6% | -17.3% |
| 1Y | -1.8% | +67.9% | -69.7% | -24.0% |
| 3Y | +53.7% | +88.8% | -35.1% | +12.4% |
| 5Y | +268.5% | +93.1% | +175.4% | +158.5% |
| All | +558.9% | +608.6% | -49.8% | +174.4% |
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 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