+265.2%
SU vs RIO
+608.6%
-343.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | +2.2% | -3.2% | +5.4% | +4.0% |
| 30D | +8.4% | +0.9% | +7.5% | +7.5% |
| 3M | +12.1% | -1.4% | +13.5% | +12.0% |
| 6M | +19.7% | +10.9% | +8.7% | +9.9% |
| YTD | +58.4% | +31.2% | +27.2% | +30.9% |
| 1Y | +67.2% | +67.9% | -0.7% | +19.0% |
| 3Y | +125.0% | +88.8% | +36.2% | +45.0% |
| 5Y | +355.1% | +93.1% | +261.9% | +179.9% |
| All | +265.2% | +608.6% | -343.5% | +25.9% |
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