+109.7%
UL vs RIO
+354.4%
-244.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +4.5% | -9.1% | +13.6% | +6.1% |
| 3M | +6.5% | -13.7% | +20.1% | +9.0% |
| 6M | +18.2% | -24.3% | +42.5% | +23.4% |
| YTD | +4.7% | +8.9% | -4.2% | +2.1% |
| 1Y | +0.8% | +22.7% | -21.9% | -3.9% |
| 3Y | +35.9% | +51.2% | -15.3% | +23.4% |
| 5Y | +33.4% | +88.1% | -54.7% | +14.0% |
| All | +109.7% | +354.4% | -244.7% | +54.9% |
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