+147.8%
SW vs RIO
+603.8%
-456.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -4.6% | +4.0% | -8.6% | -5.6% |
| 3M | +9.4% | +0.1% | +9.3% | +9.2% |
| 6M | +3.5% | +12.7% | -9.2% | +0.3% |
| YTD | +22.0% | +35.6% | -13.5% | +12.9% |
| 1Y | +2.2% | +73.7% | -71.5% | -11.0% |
| 3Y | +19.6% | +93.3% | -73.7% | +1.5% |
| 5Y | -2.3% | +92.4% | -94.8% | -18.6% |
| All | +147.8% | +603.8% | -456.0% | +60.3% |
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