+9,491.2%
ADP vs RIO
+5,812.5%
+3,678.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -2.8% | -3.2% | +0.5% | -2.2% |
| 30D | +0.2% | +0.9% | -0.7% | 0.0% |
| 3M | +20.5% | -1.4% | +21.9% | +20.4% |
| 6M | +28.8% | +10.9% | +17.8% | +25.1% |
| YTD | +6.6% | +31.2% | -24.6% | -0.2% |
| 1Y | -6.9% | +67.9% | -74.8% | -17.2% |
| 3Y | +16.1% | +88.8% | -72.7% | -0.2% |
| 5Y | +49.3% | +93.1% | -43.8% | +25.4% |
| 10Y | +285.8% | +593.0% | -307.2% | +147.9% |
| All | +9,491.2% | +5,812.5% | +3,678.7% | +3,853.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling