+317.8%
TMUS vs RIO
+605.0%
-287.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -5.3% | +1.0% | -6.3% | -5.5% |
| 30D | +0.1% | +4.0% | -3.9% | -0.8% |
| 3M | -0.6% | +4.5% | -5.1% | -1.8% |
| 6M | -17.5% | +17.3% | -34.9% | -20.9% |
| YTD | -11.3% | +36.2% | -47.4% | -18.1% |
| 1Y | -25.4% | +76.1% | -101.5% | -35.4% |
| 3Y | +35.5% | +102.5% | -67.0% | +11.3% |
| 5Y | +41.9% | +103.5% | -61.6% | +13.2% |
| 10Y | +317.8% | +619.2% | -301.4% | +111.5% |
| All | +317.8% | +605.0% | -287.1% | +111.5% |
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