+72.4%
TER vs RIO
+98.5%
-26.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.2% | +9.6% | +10.5% |
| 7D | -5.8% | +4.4% | -10.2% | -8.4% |
| 30D | -38.9% | -8.9% | -30.1% | -34.6% |
| 3M | -35.1% | -12.7% | -22.4% | -28.6% |
| 6M | -31.6% | -16.2% | -15.4% | -22.1% |
| YTD | +27.2% | +13.4% | +13.8% | +23.4% |
| 1Y | +35.2% | +30.9% | +4.3% | +21.5% |
| 3Y | +192.8% | +60.2% | +132.6% | +136.6% |
| 5Y | +72.4% | +98.9% | -26.5% | +30.3% |
| All | +72.4% | +98.5% | -26.1% | +30.3% |
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