-43.0%
ACN vs RIO
+101.9%
-144.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.2% |
| 7D | -4.8% | +1.9% | -6.8% | -5.2% |
| 30D | +1.9% | +5.0% | -3.1% | +0.8% |
| 3M | +3.9% | +5.1% | -1.3% | +2.8% |
| 6M | -15.0% | +17.6% | -32.6% | -18.7% |
| YTD | -31.9% | +36.3% | -68.2% | -37.8% |
| 1Y | -28.5% | +71.2% | -99.7% | -38.7% |
| 3Y | -41.9% | +102.7% | -144.6% | -53.1% |
| All | -43.0% | +101.9% | -144.8% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling