+10,820.5%
ADP vs RIO
+4,900.4%
+5,920.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.5% |
| 7D | +3.2% | +3.6% | -0.4% | +2.5% |
| 30D | +12.8% | -10.8% | +23.6% | +15.1% |
| 3M | +12.3% | -15.2% | +27.5% | +15.6% |
| 6M | +45.4% | -18.0% | +63.4% | +49.9% |
| YTD | +21.4% | +11.0% | +10.4% | +17.1% |
| 1Y | +23.7% | +26.4% | -2.6% | +16.2% |
| 3Y | +43.6% | +54.4% | -10.7% | +28.2% |
| 5Y | +48.7% | +98.1% | -49.4% | +24.0% |
| 10Y | +316.1% | +358.5% | -42.4% | +188.7% |
| All | +10,820.5% | +4,900.4% | +5,920.1% | +4,539.3% |
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