+109.8%
AAPL vs RIO
+101.7%
+8.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.0% | +1.0% | -3.9% | -3.2% |
| 30D | +2.3% | +4.0% | -1.7% | +1.2% |
| 3M | +8.6% | +4.5% | +4.1% | +7.1% |
| 6M | +21.6% | +17.3% | +4.2% | +15.7% |
| YTD | +16.3% | +36.2% | -19.9% | +5.9% |
| 1Y | +35.1% | +76.1% | -41.1% | +14.0% |
| 3Y | +79.4% | +102.5% | -23.2% | +44.4% |
| 5Y | +109.8% | +103.5% | +6.3% | +69.9% |
| All | +109.8% | +101.7% | +8.2% | +69.9% |
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