-53.4%
W vs RIO
+98.5%
-151.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +2.3% |
| 7D | +3.3% | +4.4% | -1.1% | +0.5% |
| 30D | +10.5% | -8.9% | +19.4% | +17.9% |
| 3M | +9.6% | -12.7% | +22.3% | +20.2% |
| 6M | +76.4% | -16.2% | +92.6% | +98.8% |
| YTD | +16.4% | +13.4% | +3.0% | +3.9% |
| 1Y | +9.3% | +30.9% | -21.6% | -12.3% |
| 3Y | +172.8% | +60.2% | +112.6% | +91.3% |
| 5Y | -53.4% | +98.9% | -152.3% | -67.5% |
| All | -53.4% | +98.5% | -151.9% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling