-71.5%
U vs RIO
+96.6%
-168.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.8% |
| 7D | +24.4% | +3.6% | +20.8% | +21.4% |
| 30D | +7.4% | -10.8% | +18.2% | +15.3% |
| 3M | +16.8% | -15.2% | +32.0% | +28.9% |
| 6M | +78.8% | -18.0% | +96.8% | +99.7% |
| YTD | +14.0% | +11.0% | +3.0% | +2.1% |
| 1Y | +16.7% | +26.4% | -9.6% | -4.8% |
| 3Y | +86.4% | +54.4% | +32.0% | +32.5% |
| 5Y | -71.5% | +98.1% | -169.5% | -80.6% |
| All | -71.5% | +96.6% | -168.0% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling