+302.7%
ROST vs RIO
+604.6%
-301.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.4% |
| 7D | -2.5% | -3.4% | +0.9% | -1.5% |
| 30D | -10.3% | +0.6% | -10.9% | -10.6% |
| 3M | -2.6% | +2.5% | -5.1% | -3.7% |
| 6M | +6.5% | +10.8% | -4.3% | +2.0% |
| YTD | +25.9% | +30.5% | -4.5% | +13.7% |
| 1Y | +52.3% | +68.1% | -15.8% | +26.2% |
| 3Y | +94.6% | +94.0% | +0.5% | +50.6% |
| 5Y | +111.1% | +92.0% | +19.1% | +58.0% |
| All | +302.7% | +604.6% | -301.9% | +108.9% |
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