+8,244.4%
USB vs RIO
+6,008.3%
+2,236.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | +15.2% | +0.1% | +15.1% | +14.7% |
| 6M | +18.8% | +12.7% | +6.1% | +13.9% |
| YTD | +21.0% | +35.6% | -14.5% | +9.7% |
| 1Y | +34.0% | +73.7% | -39.7% | +13.0% |
| 3Y | +95.3% | +93.3% | +2.0% | +58.6% |
| 5Y | +40.4% | +92.4% | -52.1% | +12.0% |
| 10Y | +107.3% | +606.9% | -499.6% | +14.8% |
| All | +8,244.4% | +6,008.3% | +2,236.1% | +2,376.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling