+64.2%
T vs RIO
+101.7%
-37.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -3.1% | +1.0% | -4.0% | -3.2% |
| 30D | +4.6% | +4.0% | +0.5% | +4.2% |
| 3M | +12.2% | +4.5% | +7.7% | +11.8% |
| 6M | -6.5% | +17.3% | -23.8% | -8.0% |
| YTD | +4.9% | +36.2% | -31.3% | +1.2% |
| 1Y | -10.5% | +76.1% | -86.6% | -16.4% |
| 3Y | +104.6% | +102.5% | +2.1% | +85.4% |
| 5Y | +64.2% | +103.5% | -39.3% | +45.2% |
| All | +64.2% | +101.7% | -37.5% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling