+215.4%
ADSK vs RIO
+608.6%
-393.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.5% | -3.2% | +0.7% | -1.4% |
| 30D | -14.9% | +0.9% | -15.8% | -15.4% |
| 3M | +3.3% | -1.4% | +4.8% | +3.2% |
| 6M | -15.7% | +10.9% | -26.6% | -20.4% |
| YTD | -28.2% | +31.2% | -59.5% | -37.3% |
| 1Y | -34.5% | +67.9% | -102.5% | -48.6% |
| 3Y | -2.9% | +88.8% | -91.7% | -29.1% |
| 5Y | -25.3% | +93.1% | -118.4% | -48.0% |
| All | +215.4% | +608.6% | -393.3% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling