-45.4%
TOST vs RIO
+78.8%
-124.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | +8.9% | -9.9% | +18.8% | +13.3% |
| 3M | -2.2% | -14.0% | +11.8% | +3.4% |
| 6M | +41.0% | -19.5% | +60.5% | +52.4% |
| YTD | -4.0% | +11.5% | -15.5% | -12.6% |
| 1Y | -9.6% | +26.9% | -36.5% | -22.9% |
| 3Y | +141.7% | +55.1% | +86.5% | +81.6% |
| 5Y | -29.5% | +90.7% | -120.2% | -53.4% |
| All | -45.4% | +78.8% | -124.3% | -62.9% |
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 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