+25.3%
USB vs RIO
+97.5%
-72.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.8% |
| 7D | +2.4% | -1.6% | +4.0% | +2.9% |
| 30D | +6.6% | -11.6% | +18.2% | +10.7% |
| 3M | -4.1% | -12.7% | +8.6% | -0.2% |
| 6M | +12.5% | -12.4% | +24.9% | +16.0% |
| YTD | +17.6% | +11.0% | +6.6% | +10.6% |
| 1Y | +36.5% | +30.8% | +5.7% | +20.7% |
| 3Y | +95.4% | +52.4% | +43.0% | +60.4% |
| All | +25.3% | +97.5% | -72.2% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling