-19.8%
TLT vs RIO
+605.0%
-624.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.3% | +1.0% | -1.2% | -0.2% |
| 30D | 0.0% | +4.0% | -4.1% | +0.2% |
| 3M | -2.9% | +4.5% | -7.4% | -2.5% |
| 6M | -6.3% | +17.3% | -23.6% | -5.1% |
| YTD | -3.3% | +36.2% | -39.5% | -1.0% |
| 1Y | -4.2% | +76.1% | -80.4% | +0.1% |
| 3Y | -1.7% | +102.5% | -104.2% | +4.4% |
| 5Y | -34.9% | +103.5% | -138.4% | -29.9% |
| 10Y | -19.8% | +619.2% | -639.0% | -1.1% |
| All | -19.8% | +605.0% | -624.8% | -1.1% |
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