-34.5%
ADSK vs RIO
+69.4%
-104.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -2.5% | -3.2% | +0.7% | -2.9% |
| 30D | -14.9% | +0.9% | -15.8% | -14.8% |
| 3M | +3.3% | -1.4% | +4.8% | +3.9% |
| 6M | -15.7% | +10.9% | -26.6% | -14.9% |
| YTD | -28.2% | +31.2% | -59.5% | -28.6% |
| 1Y | -34.5% | +67.9% | -102.5% | -37.4% |
| All | -34.5% | +69.4% | -104.0% | -37.4% |
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 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