+311.2%
SPY vs RIO
+604.6%
-293.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.7% |
| 7D | -2.0% | -3.4% | +1.4% | -0.9% |
| 30D | -1.7% | +0.6% | -2.2% | -2.0% |
| 3M | +4.7% | +2.5% | +2.2% | +3.5% |
| 6M | +12.5% | +10.8% | +1.7% | +8.1% |
| YTD | +11.7% | +30.5% | -18.7% | +1.3% |
| 1Y | +17.5% | +68.1% | -50.7% | -2.2% |
| 3Y | +76.6% | +94.0% | -17.5% | +38.1% |
| 5Y | +82.0% | +92.0% | -10.0% | +38.7% |
| All | +311.2% | +604.6% | -293.4% | +109.9% |
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