+197.1%
ABT vs RIO
+608.6%
-411.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.5% |
| 7D | -5.9% | -3.2% | -2.7% | -5.3% |
| 30D | -8.1% | +0.9% | -9.0% | -8.3% |
| 3M | +14.5% | -1.4% | +16.0% | +14.6% |
| 6M | -6.3% | +10.9% | -17.2% | -8.9% |
| YTD | -17.1% | +31.2% | -48.3% | -22.5% |
| 1Y | -21.4% | +67.9% | -89.3% | -30.5% |
| 3Y | +5.9% | +88.8% | -82.9% | -10.2% |
| 5Y | -12.8% | +93.1% | -105.9% | -28.3% |
| All | +197.1% | +608.6% | -411.5% | +74.3% |
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