+1,218.8%
URI vs RIO
+392.9%
+825.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.2% | +3.7% | +4.9% |
| 7D | -4.0% | +4.4% | -8.4% | -6.5% |
| 30D | +6.8% | -8.9% | +15.6% | +12.7% |
| 3M | -2.8% | -12.7% | +9.9% | +4.9% |
| 6M | +20.9% | -16.2% | +37.1% | +32.2% |
| YTD | +40.2% | +13.4% | +26.8% | +23.2% |
| 1Y | +34.1% | +30.9% | +3.2% | +7.0% |
| 3Y | +164.1% | +60.2% | +104.0% | +78.4% |
| 5Y | +199.3% | +98.9% | +100.4% | +63.1% |
| 10Y | +1,218.8% | +381.4% | +837.4% | +310.0% |
| All | +1,218.8% | +392.9% | +825.9% | +310.0% |
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 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