+109.7%
USB vs RIO
+606.7%
-497.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.4% | 0.0% | +1.5% | +1.5% |
| 30D | -1.3% | +4.0% | -5.3% | -3.0% |
| 3M | +15.2% | +0.1% | +15.1% | +14.4% |
| 6M | +18.8% | +12.7% | +6.1% | +11.5% |
| YTD | +21.0% | +35.6% | -14.5% | +4.5% |
| 1Y | +34.0% | +73.7% | -39.7% | +3.7% |
| 3Y | +95.3% | +93.3% | +2.0% | +42.1% |
| 5Y | +40.4% | +92.4% | -52.1% | -1.2% |
| All | +109.7% | +606.7% | -497.0% | -9.1% |
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