-62.1%
W vs RIO
+97.3%
-159.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +6.5% | +1.9% | +4.6% | +5.1% |
| 30D | -6.2% | +5.0% | -11.2% | -9.5% |
| 3M | +48.9% | +5.1% | +43.7% | +43.5% |
| 6M | +31.2% | +17.6% | +13.6% | +16.2% |
| YTD | -0.4% | +36.3% | -36.7% | -21.1% |
| 1Y | +14.8% | +71.2% | -56.4% | -22.7% |
| 3Y | +40.5% | +102.7% | -62.2% | -14.1% |
| 5Y | -62.1% | +99.6% | -161.7% | -76.7% |
| All | -62.1% | +97.3% | -159.4% | -76.7% |
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