+248.5%
SLV vs RIO
+440.2%
-191.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +1.8% |
| 7D | +5.6% | +4.4% | +1.2% | +4.3% |
| 30D | -12.1% | -8.9% | -3.3% | -9.6% |
| 3M | -16.3% | -12.7% | -3.6% | -12.6% |
| 6M | -34.1% | -16.2% | -17.8% | -30.1% |
| YTD | -25.3% | +13.4% | -38.7% | -26.3% |
| 1Y | +9.6% | +30.9% | -21.3% | +4.2% |
| 3Y | +132.7% | +60.2% | +72.5% | +109.3% |
| 5Y | +113.7% | +98.9% | +14.8% | +79.2% |
| 10Y | +175.9% | +381.4% | -205.6% | +78.0% |
| All | +248.5% | +440.2% | -191.7% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling