+363.5%
SE vs RIO
+246.7%
+116.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.5% | -0.9% | +0.4% | 0.0% |
| 30D | -20.9% | -9.1% | -11.8% | -16.8% |
| 3M | -38.9% | -13.7% | -25.2% | -34.1% |
| 6M | -19.4% | -24.3% | +4.9% | -7.4% |
| YTD | -40.9% | +8.9% | -49.8% | -44.5% |
| 1Y | -46.2% | +22.7% | -68.9% | -52.7% |
| 3Y | +63.7% | +51.2% | +12.5% | +25.0% |
| 5Y | -77.9% | +88.1% | -166.0% | -85.4% |
| All | +363.5% | +246.7% | +116.8% | +92.0% |
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