+355.0%
SE vs RIO
+255.1%
+100.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.9% |
| 7D | -7.7% | +0.5% | -8.2% | -7.9% |
| 30D | -22.8% | -9.9% | -12.9% | -18.5% |
| 3M | -43.7% | -14.0% | -29.7% | -39.2% |
| 6M | -12.8% | -19.5% | +6.7% | -3.0% |
| YTD | -42.0% | +11.5% | -53.5% | -46.2% |
| 1Y | -48.0% | +26.9% | -74.9% | -55.1% |
| 3Y | +62.7% | +55.1% | +7.5% | +22.5% |
| 5Y | -77.8% | +90.7% | -168.5% | -85.4% |
| All | +355.0% | +255.1% | +100.0% | +86.2% |
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 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