-43.0%
ACN vs RIO
+95.3%
-138.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.3% | +1.0% | -7.3% | -6.5% |
| 30D | -1.4% | +4.0% | -5.4% | -1.9% |
| 3M | +2.6% | +4.5% | -2.0% | +2.3% |
| 6M | -14.3% | +17.3% | -31.6% | -16.8% |
| YTD | -33.1% | +36.2% | -69.3% | -38.0% |
| 1Y | -28.8% | +76.1% | -104.9% | -38.4% |
| All | -43.0% | +95.3% | -138.3% | -52.9% |
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 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