+137.5%
UMC vs RIO
+90.3%
+47.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -0.5% |
| 7D | +11.4% | -3.4% | +14.7% | +13.2% |
| 30D | +16.8% | +0.6% | +16.2% | +16.3% |
| 3M | +19.1% | +2.5% | +16.6% | +17.6% |
| 6M | +137.4% | +10.8% | +126.6% | +126.8% |
| YTD | +186.4% | +30.5% | +155.9% | +153.4% |
| 1Y | +229.1% | +68.1% | +160.9% | +159.6% |
| 3Y | +257.9% | +94.0% | +163.8% | +160.5% |
| 5Y | +137.5% | +92.0% | +45.5% | +73.0% |
| All | +137.5% | +90.3% | +47.2% | +73.0% |
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