+236.5%
SLV vs RIO
+428.7%
-192.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.8% |
| 7D | +3.7% | +3.6% | +0.1% | +2.6% |
| 30D | -15.2% | -10.8% | -4.3% | -12.1% |
| 3M | -21.8% | -15.2% | -6.5% | -17.6% |
| 6M | -36.3% | -18.0% | -18.3% | -32.1% |
| YTD | -27.8% | +11.0% | -38.8% | -28.3% |
| 1Y | +1.5% | +26.4% | -24.8% | -2.5% |
| 3Y | +128.5% | +54.4% | +74.2% | +107.8% |
| 5Y | +103.2% | +98.1% | +5.2% | +70.9% |
| 10Y | +164.7% | +358.5% | -193.8% | +73.1% |
| All | +236.5% | +428.7% | -192.2% | +39.9% |
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 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