+46.8%
ADP vs RIO
-18.8%
+65.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +1.1% |
| 30D | +11.9% | -9.9% | +21.8% | +9.1% |
| 3M | +13.7% | -14.0% | +27.7% | +9.9% |
| 6M | +46.8% | -19.5% | +66.3% | +43.0% |
| All | +46.8% | -18.8% | +65.6% | +43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling