+22.7%
USB vs RIO
+94.3%
-71.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | +4.3% | -13.3% | +17.6% | +9.0% |
| 3M | -6.1% | -16.3% | +10.2% | -0.9% |
| 6M | +9.4% | -15.4% | +24.8% | +14.2% |
| YTD | +15.2% | +9.2% | +6.0% | +8.8% |
| 1Y | +32.8% | +26.5% | +6.2% | +18.8% |
| 3Y | +91.3% | +49.9% | +41.4% | +57.9% |
| 5Y | +22.7% | +93.9% | -71.3% | -13.7% |
| All | +22.7% | +94.3% | -71.6% | -13.7% |
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