+279.0%
ADP vs RIO
+605.0%
-326.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -5.7% | +1.0% | -6.6% | -5.9% |
| 30D | -3.1% | +4.0% | -7.1% | -4.1% |
| 3M | +15.6% | +4.5% | +11.1% | +13.9% |
| 6M | +20.8% | +17.3% | +3.5% | +14.7% |
| YTD | +4.7% | +36.2% | -31.4% | -5.1% |
| 1Y | -8.3% | +76.1% | -84.4% | -23.0% |
| 3Y | +13.6% | +102.5% | -89.0% | -10.3% |
| 5Y | +45.0% | +103.5% | -58.5% | +10.8% |
| 10Y | +279.0% | +619.2% | -340.2% | +99.6% |
| All | +279.0% | +605.0% | -326.0% | +99.6% |
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