+126.1%
TLT vs RIO
+1,768.0%
-1,642.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.2% | -10.5% | +12.7% | +1.2% |
| 3M | -1.7% | -15.9% | +14.2% | -3.2% |
| 6M | -4.0% | -22.3% | +18.3% | -6.0% |
| YTD | -4.9% | +9.3% | -14.3% | -3.8% |
| 1Y | -7.4% | +23.0% | -30.4% | -5.2% |
| 3Y | +3.0% | +52.1% | -49.0% | +8.0% |
| 5Y | -35.1% | +88.9% | -124.0% | -29.7% |
| 10Y | -12.7% | +354.1% | -366.9% | +6.1% |
| All | +126.1% | +1,768.0% | -1,642.0% | +258.9% |
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