+235.3%
SLV vs RIO
+605.0%
-369.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.8% | +1.0% | +1.8% | +2.4% |
| 30D | +2.2% | +4.0% | -1.8% | +0.6% |
| 3M | +2.9% | +4.5% | -1.6% | +1.2% |
| 6M | -22.4% | +17.3% | -39.8% | -26.6% |
| YTD | -5.7% | +36.2% | -41.9% | -14.1% |
| 1Y | +63.3% | +76.1% | -12.8% | +36.9% |
| 3Y | +189.0% | +102.5% | +86.5% | +131.2% |
| 5Y | +172.7% | +103.5% | +69.1% | +113.9% |
| 10Y | +235.3% | +619.2% | -383.9% | +82.9% |
| All | +235.3% | +605.0% | -369.7% | +82.9% |
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