+45.8%
ADP vs RIO
+97.3%
-51.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | -5.5% | +1.9% | -7.4% | -5.6% |
| 30D | -1.2% | +5.0% | -6.2% | -1.7% |
| 3M | +17.9% | +5.1% | +12.7% | +17.3% |
| 6M | +20.3% | +17.6% | +2.7% | +17.7% |
| YTD | +5.8% | +36.3% | -30.5% | +0.9% |
| 1Y | -7.7% | +71.2% | -78.9% | -15.3% |
| 3Y | +14.7% | +102.7% | -88.0% | +1.0% |
| 5Y | +45.8% | +99.6% | -53.8% | +30.1% |
| All | +45.8% | +97.3% | -51.5% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling