+334.0%
SPGI vs RIO
+353.3%
-19.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | +1.6% | +3.6% | -2.0% | +0.6% |
| 30D | +16.1% | -10.8% | +26.9% | +19.7% |
| 3M | +15.5% | -15.2% | +30.7% | +20.6% |
| 6M | +19.6% | -18.0% | +37.7% | +25.5% |
| YTD | -3.6% | +11.0% | -14.6% | -8.8% |
| 1Y | +2.2% | +26.4% | -24.1% | -7.3% |
| 3Y | +30.1% | +54.4% | -24.2% | +8.4% |
| 5Y | +14.9% | +98.1% | -83.2% | -15.4% |
| 10Y | +334.0% | +358.5% | -24.6% | +141.5% |
| All | +334.0% | +353.3% | -19.4% | +141.5% |
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