+1,842.6%
UMC vs RIO
+608.6%
+1,233.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +9.0% | -3.2% | +12.2% | +10.4% |
| 30D | +17.2% | +0.9% | +16.3% | +16.7% |
| 3M | +11.4% | -1.4% | +12.8% | +11.9% |
| 6M | +137.5% | +10.9% | +126.6% | +128.4% |
| YTD | +193.1% | +31.2% | +161.9% | +163.7% |
| 1Y | +240.3% | +67.9% | +172.4% | +178.6% |
| 3Y | +262.2% | +88.8% | +173.4% | +180.7% |
| 5Y | +143.1% | +93.1% | +50.0% | +83.3% |
| All | +1,842.6% | +608.6% | +1,233.9% | +972.6% |
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