+148.0%
ADBE vs RIO
+604.6%
-456.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.1% |
| 7D | -12.9% | -3.4% | -9.6% | -12.0% |
| 30D | -5.6% | +0.6% | -6.2% | -5.9% |
| 3M | +6.6% | +2.5% | +4.1% | +5.2% |
| 6M | -9.6% | +10.8% | -20.3% | -13.6% |
| YTD | -28.9% | +30.5% | -59.4% | -36.2% |
| 1Y | -28.9% | +68.1% | -97.1% | -41.8% |
| 3Y | -55.6% | +94.0% | -149.6% | -66.1% |
| 5Y | -62.2% | +92.0% | -154.2% | -71.8% |
| All | +148.0% | +604.6% | -456.6% | +16.4% |
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