+1,157.2%
URI vs RIO
+600.2%
+557.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +2.5% | +1.9% | +0.6% | +1.3% |
| 30D | -12.5% | +5.0% | -17.5% | -15.4% |
| 3M | -6.2% | +5.1% | -11.3% | -9.9% |
| 6M | +25.9% | +17.6% | +8.2% | +10.8% |
| YTD | +26.2% | +36.3% | -10.1% | -1.0% |
| 1Y | +5.5% | +71.2% | -65.7% | -29.4% |
| 3Y | +125.0% | +102.7% | +22.3% | +29.9% |
| 5Y | +210.4% | +99.6% | +110.8% | +71.4% |
| 10Y | +1,157.2% | +603.1% | +554.1% | +161.8% |
| All | +1,157.2% | +600.2% | +557.0% | +161.8% |
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