+2,926.4%
V vs RIO
+228.6%
+2,697.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | +4.0% | -2.0% | +0.8% |
| 3M | +17.4% | +0.1% | +17.2% | +16.8% |
| 6M | +17.5% | +12.7% | +4.8% | +12.5% |
| YTD | +7.6% | +35.6% | -28.0% | -2.5% |
| 1Y | +7.7% | +73.7% | -66.0% | -9.1% |
| 3Y | +54.7% | +93.3% | -38.6% | +24.6% |
| 5Y | +73.0% | +92.4% | -19.4% | +36.3% |
| 10Y | +390.9% | +606.9% | -216.1% | +162.2% |
| All | +2,926.4% | +228.6% | +2,697.8% | +1,628.4% |
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