+1,006.2%
TER vs RIO
+353.3%
+652.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +1.1% |
| 7D | -8.9% | +3.6% | -12.5% | -10.7% |
| 30D | -39.1% | -10.8% | -28.3% | -34.4% |
| 3M | -32.8% | -15.2% | -17.5% | -25.4% |
| 6M | -31.7% | -18.0% | -13.7% | -22.1% |
| YTD | +26.9% | +11.0% | +16.0% | +23.9% |
| 1Y | +33.6% | +26.4% | +7.2% | +21.5% |
| 3Y | +181.5% | +54.4% | +127.2% | +129.2% |
| 5Y | +76.1% | +98.1% | -21.9% | +20.6% |
| 10Y | +1,006.2% | +358.5% | +647.7% | +409.8% |
| All | +1,006.2% | +353.3% | +652.9% | +409.8% |
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