+51.5%
RSP vs RIO
+97.3%
-45.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | -0.4% | +1.9% | -2.3% | -0.9% |
| 30D | -1.5% | +5.0% | -6.5% | -2.8% |
| 3M | +4.8% | +5.1% | -0.3% | +3.2% |
| 6M | +10.3% | +17.6% | -7.4% | +4.9% |
| YTD | +14.1% | +36.3% | -22.2% | +3.8% |
| 1Y | +17.0% | +71.2% | -54.2% | -0.4% |
| 3Y | +54.2% | +102.7% | -48.5% | +23.6% |
| 5Y | +51.5% | +99.6% | -48.1% | +19.5% |
| All | +51.5% | +97.3% | -45.8% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling