-25.3%
ACN vs RIO
+67.4%
-92.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.1% |
| 7D | -7.9% | -3.4% | -4.5% | -8.0% |
| 30D | -1.1% | +0.6% | -1.6% | -1.0% |
| 3M | +5.6% | +2.5% | +3.1% | +6.7% |
| 6M | -9.9% | +10.8% | -20.7% | -9.4% |
| YTD | -32.3% | +30.5% | -62.8% | -35.6% |
| 1Y | -25.3% | +68.1% | -93.4% | -32.5% |
| All | -25.3% | +67.4% | -92.7% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling