+70.3%
T vs RIO
+608.6%
-538.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +1.5% | -3.2% | +4.7% | +2.1% |
| 30D | +7.5% | +0.9% | +6.5% | +7.2% |
| 3M | +14.8% | -1.4% | +16.3% | +14.8% |
| 6M | -1.7% | +10.9% | -12.7% | -4.4% |
| YTD | +8.7% | +31.2% | -22.5% | +1.7% |
| 1Y | -7.5% | +67.9% | -75.4% | -18.1% |
| 3Y | +110.2% | +88.8% | +21.4% | +78.6% |
| 5Y | +71.6% | +93.1% | -21.5% | +41.4% |
| All | +70.3% | +608.6% | -538.4% | +4.3% |
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