+89.2%
USB vs RIO
+392.9%
-303.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +1.3% |
| 7D | +0.8% | +4.4% | -3.7% | -1.0% |
| 30D | +6.8% | -8.9% | +15.6% | +10.7% |
| 3M | -3.8% | -12.7% | +8.9% | +1.2% |
| 6M | +11.7% | -16.2% | +28.0% | +18.5% |
| YTD | +17.5% | +13.4% | +4.1% | +8.6% |
| 1Y | +33.8% | +30.9% | +2.9% | +16.2% |
| 3Y | +104.2% | +60.2% | +44.1% | +59.5% |
| 5Y | +26.4% | +98.9% | -72.5% | -13.6% |
| 10Y | +89.2% | +381.4% | -292.2% | -5.0% |
| All | +89.2% | +392.9% | -303.7% | -5.0% |
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