+559.3%
ROKU vs RIO
+336.4%
+222.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -0.4% | -3.2% | +2.8% | +0.8% |
| 30D | +2.1% | +0.9% | +1.1% | +1.5% |
| 3M | +29.5% | -1.4% | +30.9% | +29.7% |
| 6M | +53.8% | +10.9% | +42.9% | +46.9% |
| YTD | +42.8% | +31.2% | +11.6% | +27.8% |
| 1Y | +60.7% | +67.9% | -7.2% | +30.6% |
| 3Y | +83.9% | +88.8% | -4.9% | +42.0% |
| 5Y | -52.8% | +93.1% | -145.9% | -64.7% |
| All | +559.3% | +336.4% | +222.9% | +295.4% |
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