+220.4%
W vs RIO
+364.8%
-144.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -7.4% | +0.5% | -7.9% | -7.6% |
| 30D | +7.8% | -9.9% | +17.7% | +15.6% |
| 3M | +10.9% | -14.0% | +24.9% | +22.5% |
| 6M | +86.4% | -19.5% | +106.0% | +115.3% |
| YTD | +14.0% | +11.5% | +2.4% | +4.0% |
| 1Y | +3.5% | +26.9% | -23.4% | -13.6% |
| 3Y | +164.8% | +55.1% | +109.6% | +95.3% |
| 5Y | -53.1% | +90.7% | -143.8% | -70.5% |
| 10Y | +220.4% | +363.3% | -142.9% | +11.3% |
| All | +220.4% | +364.8% | -144.3% | +11.3% |
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