+197.2%
SO vs RIO
+365.5%
-168.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +7.8% | -9.9% | +17.7% | +9.3% |
| 3M | +2.9% | -14.0% | +16.9% | +4.9% |
| 6M | +2.5% | -19.5% | +22.0% | +5.2% |
| YTD | +10.3% | +11.5% | -1.3% | +7.4% |
| 1Y | +6.4% | +26.9% | -20.6% | +1.5% |
| 3Y | +52.8% | +55.1% | -2.3% | +39.9% |
| 5Y | +78.7% | +90.7% | -12.0% | +55.0% |
| All | +197.2% | +365.5% | -168.3% | +126.5% |
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