+296.4%
SPGI vs RIO
+605.0%
-308.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -3.1% | +1.0% | -4.1% | -3.4% |
| 30D | +2.0% | +4.0% | -2.0% | +0.8% |
| 3M | +4.3% | +4.5% | -0.2% | +2.6% |
| 6M | -0.2% | +17.3% | -17.6% | -5.8% |
| YTD | -14.8% | +36.2% | -51.0% | -23.8% |
| 1Y | -18.5% | +76.1% | -94.7% | -33.1% |
| 3Y | +16.0% | +102.5% | -86.6% | -10.6% |
| 5Y | +2.2% | +103.5% | -101.3% | -23.8% |
| 10Y | +296.4% | +619.2% | -322.7% | +93.4% |
| All | +296.4% | +605.0% | -308.5% | +93.4% |
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 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