+2,483.5%
UL vs RIO
+6,008.3%
-3,524.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +0.5% | +4.0% | -3.5% | -0.3% |
| 3M | +17.6% | +0.1% | +17.5% | +17.2% |
| 6M | -5.4% | +12.7% | -18.1% | -8.1% |
| YTD | +0.7% | +35.6% | -34.9% | -6.0% |
| 1Y | -9.3% | +73.7% | -82.9% | -19.6% |
| 3Y | +24.5% | +93.3% | -68.8% | +6.8% |
| 5Y | +23.2% | +92.4% | -69.2% | +3.8% |
| 10Y | +64.5% | +606.9% | -542.5% | +1.9% |
| All | +2,483.5% | +6,008.3% | -3,524.8% | +654.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling