+1,278.0%
AAPL vs RIO
+608.6%
+669.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.6% |
| 7D | +3.8% | -3.2% | +7.0% | +4.9% |
| 30D | +9.9% | +0.9% | +9.0% | +9.3% |
| 3M | +12.5% | -1.4% | +13.9% | +12.4% |
| 6M | +27.6% | +10.9% | +16.7% | +21.8% |
| YTD | +22.6% | +31.2% | -8.7% | +9.6% |
| 1Y | +45.0% | +67.9% | -22.9% | +18.3% |
| 3Y | +87.8% | +88.8% | -1.0% | +44.7% |
| 5Y | +128.7% | +93.1% | +35.6% | +69.1% |
| All | +1,278.0% | +608.6% | +669.3% | +609.7% |
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 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