-46.7%
TOST vs RIO
+118.5%
-165.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.2% |
| 7D | -0.9% | +1.9% | -2.8% | -1.7% |
| 30D | -3.5% | +5.0% | -8.4% | -5.4% |
| 3M | +38.1% | +5.1% | +33.0% | +34.8% |
| 6M | +9.9% | +17.6% | -7.7% | +0.7% |
| YTD | -6.3% | +36.3% | -42.5% | -21.1% |
| 1Y | -18.3% | +71.2% | -89.5% | -38.8% |
| 3Y | +59.7% | +102.7% | -43.0% | +7.1% |
| All | -46.7% | +118.5% | -165.3% | -66.5% |
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