+319.9%
ADP vs RIO
+354.4%
-34.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | +10.6% | -9.1% | +19.7% | +12.9% |
| 3M | +12.9% | -13.7% | +26.6% | +16.5% |
| 6M | +50.6% | -24.3% | +75.0% | +59.7% |
| YTD | +23.2% | +8.9% | +14.3% | +17.1% |
| 1Y | +25.3% | +22.7% | +2.6% | +15.0% |
| 3Y | +47.1% | +51.2% | -4.0% | +24.8% |
| 5Y | +50.1% | +88.1% | -38.1% | +14.2% |
| All | +319.9% | +354.4% | -34.5% | +136.7% |
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