+1,135.8%
URI vs RIO
+354.4%
+781.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +6.7% | -0.9% | +7.7% | +7.4% |
| 30D | +8.9% | -9.1% | +18.0% | +15.1% |
| 3M | +0.5% | -13.7% | +14.2% | +9.4% |
| 6M | +20.7% | -24.3% | +45.0% | +40.8% |
| YTD | +40.0% | +8.9% | +31.2% | +26.2% |
| 1Y | +34.4% | +22.7% | +11.7% | +11.8% |
| 3Y | +149.5% | +51.2% | +98.3% | +74.8% |
| 5Y | +205.6% | +88.1% | +117.5% | +72.8% |
| All | +1,135.8% | +354.4% | +781.4% | +297.0% |
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