+10,877.1%
TER vs RIO
+5,009.8%
+5,867.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.2% | +9.6% | +11.3% |
| 7D | -5.8% | +4.4% | -10.2% | -7.5% |
| 30D | -38.9% | -8.9% | -30.1% | -36.2% |
| 3M | -35.1% | -12.7% | -22.4% | -31.0% |
| 6M | -31.6% | -16.2% | -15.4% | -25.3% |
| YTD | +27.2% | +13.4% | +13.8% | +23.4% |
| 1Y | +35.2% | +30.9% | +4.3% | +23.5% |
| 3Y | +192.8% | +60.2% | +132.6% | +145.8% |
| 5Y | +72.4% | +98.9% | -26.5% | +28.9% |
| 10Y | +1,001.8% | +381.4% | +620.4% | +457.9% |
| All | +10,877.1% | +5,009.8% | +5,867.2% | +1,647.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling