+293.8%
TRV vs RIO
+604.6%
-310.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.5% |
| 7D | -1.5% | -3.4% | +1.9% | -0.7% |
| 30D | -1.8% | +0.6% | -2.4% | -2.1% |
| 3M | +21.6% | +2.5% | +19.0% | +20.3% |
| 6M | +22.5% | +10.8% | +11.7% | +18.2% |
| YTD | +28.1% | +30.5% | -2.3% | +18.0% |
| 1Y | +37.0% | +68.1% | -31.1% | +17.6% |
| 3Y | +141.9% | +94.0% | +47.9% | +95.2% |
| 5Y | +158.5% | +92.0% | +66.5% | +103.1% |
| All | +293.8% | +604.6% | -310.8% | +120.8% |
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