+311.1%
SPY vs RIO
+364.8%
-53.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | -2.4% | -9.9% | +7.5% | +0.9% |
| 3M | -1.2% | -14.0% | +12.9% | +3.5% |
| 6M | +3.3% | -19.5% | +22.8% | +10.1% |
| YTD | +12.3% | +11.5% | +0.8% | +6.9% |
| 1Y | +12.4% | +26.9% | -14.5% | +2.4% |
| 3Y | +78.8% | +55.1% | +23.7% | +50.1% |
| 5Y | +75.2% | +90.7% | -15.5% | +32.6% |
| 10Y | +311.1% | +363.3% | -52.2% | +134.0% |
| All | +311.1% | +364.8% | -53.7% | +134.0% |
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