-31.9%
ADSK vs RIO
+73.7%
-105.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.4% | -8.7% | -8.2% |
| 7D | -16.4% | 0.0% | -16.4% | -16.4% |
| 30D | -9.2% | +4.0% | -13.2% | -8.8% |
| 3M | -6.7% | +0.1% | -6.9% | -5.7% |
| 6M | -15.5% | +12.7% | -28.2% | -14.7% |
| YTD | -26.4% | +35.6% | -61.9% | -27.0% |
| 1Y | -31.9% | +73.7% | -105.6% | -35.3% |
| All | -31.9% | +73.7% | -105.6% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling