-22.7%
U vs RIO
+100.3%
-123.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.5% |
| 7D | +2.6% | -0.9% | +3.5% | +3.0% |
| 30D | +27.6% | -9.1% | +36.7% | +33.8% |
| 3M | +15.3% | -13.7% | +29.0% | +24.1% |
| 6M | +96.4% | -24.3% | +120.7% | +125.6% |
| YTD | +19.6% | +8.9% | +10.7% | +11.1% |
| 1Y | +42.1% | +22.7% | +19.4% | +23.3% |
| 3Y | +87.5% | +51.2% | +36.4% | +45.9% |
| 5Y | -73.1% | +88.1% | -161.3% | -79.9% |
| All | -22.7% | +100.3% | -123.1% | -43.5% |
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