+1,142.9%
RSP vs RIO
+1,559.6%
-416.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +0.7% | +3.6% | -2.8% | -0.3% |
| 30D | +3.7% | -10.8% | +14.5% | +7.2% |
| 3M | +0.7% | -15.2% | +15.9% | +5.5% |
| 6M | +9.0% | -18.0% | +27.1% | +15.0% |
| YTD | +16.7% | +11.0% | +5.7% | +11.5% |
| 1Y | +19.0% | +26.4% | -7.4% | +9.2% |
| 3Y | +64.7% | +54.4% | +10.4% | +40.5% |
| 5Y | +49.6% | +98.1% | -48.5% | +15.4% |
| 10Y | +213.2% | +358.5% | -145.4% | +81.4% |
| All | +1,142.9% | +1,559.6% | -416.7% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling