-14.3%
ACN vs RIO
+56.4%
-70.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +1.8% |
| 7D | +1.6% | +3.6% | -2.0% | +1.3% |
| 30D | +24.6% | -10.8% | +35.4% | +25.8% |
| 3M | +46.2% | -15.2% | +61.4% | +48.4% |
| 6M | +46.2% | -18.0% | +64.2% | +49.1% |
| YTD | -0.9% | +11.0% | -11.8% | -6.3% |
| 1Y | +8.8% | +26.4% | -17.6% | -0.8% |
| 3Y | -14.3% | +54.4% | -68.6% | -26.6% |
| All | -14.3% | +56.4% | -70.6% | -26.6% |
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