+494.0%
TEAM vs RIO
+604.6%
-110.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +2.0% |
| 7D | -7.8% | -3.4% | -4.4% | -7.1% |
| 30D | +16.5% | +0.6% | +16.0% | +16.2% |
| 3M | +96.2% | +2.5% | +93.6% | +94.3% |
| 6M | +130.2% | +10.8% | +119.4% | +122.0% |
| YTD | +10.7% | +30.5% | -19.7% | +1.4% |
| 1Y | +3.0% | +68.1% | -65.1% | -12.3% |
| 3Y | -13.1% | +94.0% | -107.1% | -29.4% |
| 5Y | -52.7% | +92.0% | -144.8% | -61.9% |
| All | +494.0% | +604.6% | -110.6% | +219.1% |
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