+1,895.7%
TER vs RIO
+605.0%
+1,290.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +12.4% | +1.0% | +11.4% | +11.7% |
| 30D | +5.1% | +4.0% | +1.1% | +2.4% |
| 3M | +4.0% | +4.5% | -0.6% | +1.5% |
| 6M | +29.5% | +17.3% | +12.2% | +19.9% |
| YTD | +98.5% | +36.2% | +62.3% | +70.4% |
| 1Y | +234.1% | +76.1% | +157.9% | +150.7% |
| 3Y | +289.0% | +102.5% | +186.5% | +169.3% |
| 5Y | +228.2% | +103.5% | +124.6% | +118.1% |
| 10Y | +1,895.7% | +619.2% | +1,276.5% | +669.5% |
| All | +1,895.7% | +605.0% | +1,290.7% | +669.5% |
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