+131.2%
TLT vs RIO
+2,216.4%
-2,085.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.6% | +4.0% | -4.5% | -0.2% |
| 3M | -2.7% | +0.1% | -2.9% | -2.6% |
| 6M | -5.6% | +12.7% | -18.3% | -4.4% |
| YTD | -2.8% | +35.6% | -38.3% | +0.3% |
| 1Y | -1.4% | +73.7% | -75.1% | +4.1% |
| 3Y | -1.6% | +93.3% | -94.9% | +5.4% |
| 5Y | -33.8% | +92.4% | -126.3% | -28.4% |
| 10Y | -21.1% | +606.9% | -628.1% | 0.0% |
| All | +131.2% | +2,216.4% | -2,085.2% | +274.1% |
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 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