+162.2%
W vs RIO
+605.0%
-442.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +5.9% | +1.0% | +4.9% | +5.2% |
| 30D | -3.0% | +4.0% | -7.1% | -5.7% |
| 3M | +40.3% | +4.5% | +35.8% | +36.0% |
| 6M | +32.2% | +17.3% | +14.9% | +17.9% |
| YTD | -0.3% | +36.2% | -36.5% | -20.1% |
| 1Y | +16.2% | +76.1% | -60.0% | -21.9% |
| 3Y | +40.7% | +102.5% | -61.8% | -12.3% |
| 5Y | -62.3% | +103.5% | -165.9% | -77.4% |
| 10Y | +162.2% | +619.2% | -456.9% | -24.3% |
| All | +162.2% | +605.0% | -442.7% | -24.3% |
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