+63.3%
UL vs RIO
+604.6%
-541.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.7% |
| 7D | -4.1% | -3.4% | -0.7% | -3.5% |
| 30D | -1.2% | +0.6% | -1.8% | -1.3% |
| 3M | +6.0% | +2.5% | +3.4% | +5.3% |
| 6M | -5.5% | +10.8% | -16.3% | -7.6% |
| YTD | -3.3% | +30.5% | -33.8% | -8.4% |
| 1Y | -9.8% | +68.1% | -77.9% | -18.5% |
| 3Y | +20.1% | +94.0% | -73.9% | +4.7% |
| 5Y | +19.2% | +92.0% | -72.8% | +2.2% |
| All | +63.3% | +604.6% | -541.3% | +9.7% |
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