+333.1%
SLV vs RIO
+545.8%
-212.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.7% | +4.0% | +2.7% | +5.5% |
| 3M | -10.7% | +0.1% | -10.8% | -10.5% |
| 6M | -20.6% | +12.7% | -33.3% | -22.8% |
| YTD | -7.1% | +35.6% | -42.7% | -13.2% |
| 1Y | +62.0% | +73.7% | -11.7% | +41.8% |
| 3Y | +169.8% | +93.3% | +76.5% | +128.9% |
| 5Y | +161.5% | +92.4% | +69.0% | +118.8% |
| 10Y | +224.4% | +606.9% | -382.5% | +87.9% |
| All | +333.1% | +545.8% | -212.7% | +69.4% |
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