+91.7%
USB vs RIO
+408.2%
-316.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | 0.0% | +2.2% | -2.2% | -0.9% |
| 30D | +5.8% | -10.1% | +16.0% | +10.3% |
| 3M | -6.0% | -14.1% | +8.2% | -0.5% |
| 6M | +7.8% | -18.9% | +26.7% | +15.8% |
| YTD | +14.6% | +9.9% | +4.7% | +7.2% |
| 1Y | +31.8% | +27.0% | +4.8% | +15.9% |
| 3Y | +91.5% | +50.1% | +41.4% | +53.7% |
| 5Y | +22.0% | +95.3% | -73.2% | -16.1% |
| All | +91.7% | +408.2% | -316.5% | -6.3% |
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