-19.0%
USAR vs RIO
+52.5%
-71.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -0.8% | -0.9% | +0.1% | +0.2% |
| 30D | -20.9% | -9.1% | -11.8% | -15.1% |
| 3M | -56.2% | -13.7% | -42.5% | -50.9% |
| 6M | -67.9% | -24.3% | -43.6% | -60.8% |
| YTD | -31.4% | +8.9% | -40.3% | -27.4% |
| 1Y | -45.1% | +22.7% | -67.7% | -43.7% |
| 3Y | -20.3% | +51.2% | -71.5% | -20.2% |
| All | -19.0% | +52.5% | -71.5% | -18.9% |
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