+209.8%
RSP vs RIO
+605.0%
-395.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.8% | +1.0% | -2.8% | -2.1% |
| 30D | -2.5% | +4.0% | -6.6% | -3.9% |
| 3M | +3.0% | +4.5% | -1.5% | +1.1% |
| 6M | +8.9% | +17.3% | -8.4% | +2.1% |
| YTD | +13.0% | +36.2% | -23.2% | +0.1% |
| 1Y | +16.2% | +76.1% | -59.9% | -6.3% |
| 3Y | +52.7% | +102.5% | -49.8% | +15.2% |
| 5Y | +50.5% | +103.5% | -53.1% | +9.6% |
| 10Y | +209.8% | +619.2% | -409.3% | +45.9% |
| All | +209.8% | +605.0% | -395.1% | +45.9% |
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