+33.8%
UL vs RIO
+90.3%
-56.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +4.5% | -9.1% | +13.6% | +5.8% |
| 3M | +6.5% | -13.7% | +20.1% | +8.4% |
| 6M | +18.2% | -24.3% | +42.5% | +22.5% |
| YTD | +4.7% | +8.9% | -4.2% | +2.4% |
| 1Y | +0.8% | +22.7% | -21.9% | -3.3% |
| 3Y | +35.9% | +51.2% | -15.3% | +24.8% |
| All | +33.8% | +90.3% | -56.5% | +15.5% |
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