-33.7%
TLT vs RIO
+97.3%
-131.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | +0.4% | +1.9% | -1.5% | +0.4% |
| 30D | -0.3% | +5.0% | -5.3% | -0.4% |
| 3M | -1.7% | +5.1% | -6.9% | -1.8% |
| 6M | -4.9% | +17.6% | -22.5% | -5.1% |
| YTD | -2.8% | +36.3% | -39.1% | -3.2% |
| 1Y | -4.2% | +71.2% | -75.4% | -4.8% |
| 3Y | -1.1% | +102.7% | -103.8% | -1.5% |
| 5Y | -33.7% | +99.6% | -133.3% | -32.4% |
| All | -33.7% | +97.3% | -131.0% | -32.4% |
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