+151.3%
ADI vs RIO
+52.3%
+99.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +1.2% |
| 7D | +13.4% | +0.1% | +13.2% | +13.4% |
| 30D | -1.3% | -10.5% | +9.2% | +5.1% |
| 3M | +6.8% | -15.9% | +22.7% | +17.5% |
| 6M | -1.9% | -22.3% | +20.4% | +12.4% |
| YTD | +52.3% | +9.3% | +42.9% | +42.0% |
| 1Y | +71.6% | +23.0% | +48.6% | +48.6% |
| All | +151.3% | +52.3% | +99.0% | +86.5% |
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