+167.8%
SLV vs RIO
+97.3%
+70.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +2.5% | +1.9% | +0.6% | +1.3% |
| 30D | +3.3% | +5.0% | -1.7% | +0.3% |
| 3M | -3.6% | +5.1% | -8.7% | -6.3% |
| 6M | -21.8% | +17.6% | -39.4% | -28.2% |
| YTD | -7.8% | +36.3% | -44.1% | -19.3% |
| 1Y | +58.3% | +71.2% | -12.9% | +25.8% |
| 3Y | +182.6% | +102.7% | +79.9% | +109.0% |
| 5Y | +167.8% | +99.6% | +68.2% | +97.3% |
| All | +167.8% | +97.3% | +70.5% | +97.3% |
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