+1,077.0%
TER vs RIO
+364.8%
+712.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.0% |
| 7D | +5.9% | +0.5% | +5.4% | +5.9% |
| 30D | -30.8% | -9.9% | -20.9% | -25.9% |
| 3M | -29.9% | -14.0% | -15.9% | -22.9% |
| 6M | -27.5% | -19.5% | -7.9% | -16.3% |
| YTD | +37.5% | +11.5% | +25.9% | +33.7% |
| 1Y | +50.3% | +26.9% | +23.3% | +36.3% |
| 3Y | +204.9% | +55.1% | +149.8% | +147.5% |
| 5Y | +89.2% | +90.7% | -1.5% | +32.3% |
| 10Y | +1,077.0% | +363.3% | +713.6% | +439.5% |
| All | +1,077.0% | +364.8% | +712.2% | +439.5% |
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