+280.0%
RTX vs RIO
+604.6%
-324.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.6% |
| 7D | -2.0% | -3.4% | +1.4% | -1.0% |
| 30D | -11.2% | +0.6% | -11.8% | -11.6% |
| 3M | +12.0% | +2.5% | +9.5% | +10.6% |
| 6M | -3.6% | +10.8% | -14.4% | -7.7% |
| YTD | +9.2% | +30.5% | -21.3% | -1.5% |
| 1Y | +29.7% | +68.1% | -38.4% | +7.0% |
| 3Y | +152.0% | +94.0% | +57.9% | +92.3% |
| 5Y | +165.8% | +92.0% | +73.7% | +95.3% |
| All | +280.0% | +604.6% | -324.6% | +75.4% |
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