-34.7%
TLT vs RIO
+93.1%
-127.7%
-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% | -0.5% | 0.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | +3.7% | -9.9% | +13.6% | +3.9% |
| 3M | -0.8% | -14.0% | +13.2% | -0.4% |
| 6M | -3.6% | -19.5% | +16.0% | -3.1% |
| YTD | -3.9% | +11.5% | -15.5% | -4.0% |
| 1Y | -6.2% | +26.9% | -33.2% | -6.5% |
| 3Y | +4.2% | +55.1% | -51.0% | +3.7% |
| 5Y | -34.7% | +90.7% | -125.4% | -31.6% |
| All | -34.7% | +93.1% | -127.7% | -31.6% |
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