+45.4%
RSP vs RIO
+94.1%
-48.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -1.0% | +2.2% | -3.3% | -1.6% |
| 30D | +2.6% | -10.1% | +12.7% | +5.4% |
| 3M | -0.8% | -14.1% | +13.3% | +3.0% |
| 6M | +6.3% | -18.9% | +25.2% | +11.7% |
| YTD | +14.1% | +9.9% | +4.2% | +9.5% |
| 1Y | +18.0% | +27.0% | -9.0% | +8.6% |
| 3Y | +61.0% | +50.1% | +10.9% | +39.1% |
| All | +45.4% | +94.1% | -48.7% | +15.1% |
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