-38.4%
U vs RIO
+140.0%
-178.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +1.1% |
| 7D | 0.0% | -3.4% | +3.3% | +1.8% |
| 30D | -4.1% | +0.6% | -4.7% | -4.7% |
| 3M | +57.8% | +2.5% | +55.3% | +54.5% |
| 6M | +103.5% | +10.8% | +92.7% | +90.0% |
| YTD | -4.8% | +30.5% | -35.2% | -19.4% |
| 1Y | -2.4% | +68.1% | -70.5% | -28.5% |
| 3Y | +11.7% | +94.0% | -82.4% | -23.3% |
| 5Y | -68.9% | +92.0% | -160.9% | -78.5% |
| All | -38.4% | +140.0% | -178.5% | -59.0% |
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