+18.5%
ADP vs RIO
+100.4%
-81.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +2.8% | +4.0% | -1.2% | +2.9% |
| 3M | +20.9% | +0.1% | +20.8% | +21.4% |
| 6M | +29.9% | +12.7% | +17.2% | +29.6% |
| YTD | +9.6% | +35.6% | -25.9% | +7.2% |
| 1Y | -5.3% | +73.7% | -79.0% | -10.2% |
| All | +18.5% | +100.4% | -81.9% | +8.7% |
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 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