+1,210.8%
URI vs RIO
+364.8%
+846.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.8% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | +8.9% | -9.9% | +18.8% | +15.8% |
| 3M | +0.8% | -14.0% | +14.8% | +9.9% |
| 6M | +23.1% | -19.5% | +42.7% | +38.2% |
| YTD | +43.1% | +11.5% | +31.5% | +27.0% |
| 1Y | +35.7% | +26.9% | +8.8% | +10.4% |
| 3Y | +158.2% | +55.1% | +103.1% | +78.0% |
| 5Y | +212.6% | +90.7% | +121.9% | +75.5% |
| 10Y | +1,210.8% | +363.3% | +847.4% | +311.8% |
| All | +1,210.8% | +364.8% | +846.0% | +311.8% |
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