+499.9%
ABBV vs RIO
+604.6%
-104.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.4% |
| 7D | -2.0% | -3.4% | +1.4% | -1.4% |
| 30D | +2.0% | +0.6% | +1.4% | +1.8% |
| 3M | +14.2% | +2.5% | +11.6% | +13.3% |
| 6M | +14.1% | +10.8% | +3.3% | +11.1% |
| YTD | +14.2% | +30.5% | -16.2% | +7.4% |
| 1Y | +24.2% | +68.1% | -43.9% | +10.8% |
| 3Y | +89.8% | +94.0% | -4.2% | +62.8% |
| 5Y | +187.2% | +92.0% | +95.2% | +140.8% |
| All | +499.9% | +604.6% | -104.7% | +260.9% |
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 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