+81.3%
USB vs RIO
+354.4%
-273.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.6% | -0.9% | +3.5% | +3.0% |
| 30D | +8.4% | -9.1% | +17.5% | +12.4% |
| 3M | -5.5% | -13.7% | +8.1% | -0.2% |
| 6M | +17.7% | -24.3% | +42.1% | +30.3% |
| YTD | +17.6% | +8.9% | +8.7% | +10.4% |
| 1Y | +33.9% | +22.7% | +11.2% | +19.5% |
| 3Y | +103.8% | +51.2% | +52.7% | +63.1% |
| 5Y | +25.6% | +88.1% | -62.5% | -12.0% |
| All | +81.3% | +354.4% | -273.1% | -6.6% |
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