+137.3%
ADBE vs RIO
+354.4%
-217.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +1.0% | -9.1% | +10.1% | +3.6% |
| 3M | -10.1% | -13.7% | +3.5% | -6.5% |
| 6M | +3.0% | -24.3% | +27.3% | +10.8% |
| YTD | -30.5% | +8.9% | -39.4% | -34.5% |
| 1Y | -27.1% | +22.7% | -49.8% | -34.2% |
| 3Y | -58.8% | +51.2% | -110.0% | -66.1% |
| 5Y | -63.0% | +88.1% | -151.2% | -72.8% |
| All | +137.3% | +354.4% | -217.1% | +27.3% |
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