+151.7%
RTX vs RIO
+93.1%
+58.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.4% | +0.5% | +1.0% | +1.4% |
| 30D | +7.8% | -9.9% | +17.7% | +9.6% |
| 3M | -9.8% | -14.0% | +4.2% | -7.8% |
| 6M | +13.5% | -19.5% | +33.1% | +17.2% |
| YTD | +10.9% | +11.5% | -0.6% | +7.9% |
| 1Y | +14.0% | +26.9% | -13.0% | +8.4% |
| 3Y | +159.9% | +55.1% | +104.8% | +135.5% |
| 5Y | +151.7% | +90.7% | +61.0% | +104.4% |
| All | +151.7% | +93.1% | +58.6% | +104.4% |
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 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