+19.2%
UL vs RIO
+90.3%
-71.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.8% |
| 7D | -4.1% | -3.4% | -0.7% | -3.6% |
| 30D | -1.2% | +0.6% | -1.8% | -1.3% |
| 3M | +6.0% | +2.5% | +3.4% | +5.5% |
| 6M | -5.5% | +10.8% | -16.3% | -7.1% |
| YTD | -3.3% | +30.5% | -33.8% | -7.4% |
| 1Y | -9.8% | +68.1% | -77.9% | -16.9% |
| 3Y | +20.1% | +94.0% | -73.9% | +7.2% |
| 5Y | +19.2% | +92.0% | -72.8% | +3.9% |
| All | +19.2% | +90.3% | -71.1% | +3.9% |
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 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