+260.9%
UMC vs RIO
+2,539.4%
-2,278.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.5% | +4.8% |
| 7D | +6.6% | +1.9% | +4.7% | +5.7% |
| 30D | +16.6% | +5.0% | +11.6% | +13.8% |
| 3M | +11.0% | +5.1% | +5.9% | +8.6% |
| 6M | +131.3% | +17.6% | +113.7% | +114.8% |
| YTD | +182.5% | +36.3% | +146.2% | +144.1% |
| 1Y | +222.3% | +71.2% | +151.1% | +150.4% |
| 3Y | +253.0% | +102.7% | +150.3% | +150.3% |
| 5Y | +141.8% | +99.6% | +42.3% | +67.6% |
| 10Y | +1,772.2% | +603.1% | +1,169.1% | +560.2% |
| All | +260.9% | +2,539.4% | -2,278.4% | -70.7% |
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