+15.1%
ABNB vs RIO
+95.3%
-80.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -7.4% | +1.0% | -8.4% | -7.7% |
| 30D | -8.2% | +4.0% | -12.2% | -9.4% |
| 3M | +29.1% | +4.5% | +24.6% | +27.0% |
| 6M | +26.6% | +17.3% | +9.2% | +18.4% |
| YTD | +25.0% | +36.2% | -11.2% | +9.1% |
| 1Y | +37.0% | +76.1% | -39.1% | +6.3% |
| All | +15.1% | +95.3% | -80.2% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling