+455.4%
V vs RIO
+362.4%
+93.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | +0.8% | +3.6% | -2.8% | -0.3% |
| 30D | +9.9% | -10.8% | +20.7% | +13.6% |
| 3M | +17.5% | -15.2% | +32.7% | +23.0% |
| 6M | +33.5% | -18.0% | +51.5% | +40.3% |
| YTD | +21.6% | +11.0% | +10.6% | +14.8% |
| 1Y | +27.6% | +26.4% | +1.2% | +15.3% |
| 3Y | +76.4% | +54.4% | +22.1% | +45.7% |
| 5Y | +103.8% | +98.1% | +5.8% | +47.1% |
| All | +455.4% | +362.4% | +93.0% | +200.3% |
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