+568.6%
SE vs RIO
+333.5%
+235.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -3.6% | +1.0% | -4.6% | -4.1% |
| 30D | -5.3% | +4.0% | -9.3% | -7.3% |
| 3M | +28.1% | +4.5% | +23.6% | +24.4% |
| 6M | +20.7% | +17.3% | +3.3% | +10.0% |
| YTD | -14.8% | +36.2% | -51.0% | -28.7% |
| 1Y | -43.6% | +76.1% | -119.7% | -59.2% |
| 3Y | +184.2% | +102.5% | +81.7% | +85.5% |
| 5Y | -66.3% | +103.5% | -169.8% | -78.5% |
| All | +568.6% | +333.5% | +235.0% | +146.7% |
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