+248.5%
ALAB vs RIO
+54.2%
+194.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.4% |
| 7D | -7.5% | +3.6% | -11.0% | -9.6% |
| 30D | -36.8% | -10.8% | -26.0% | -30.7% |
| 3M | -31.9% | -15.2% | -16.6% | -22.6% |
| 6M | +8.2% | -18.0% | +26.2% | +25.4% |
| YTD | +29.9% | +11.0% | +19.0% | +20.8% |
| 1Y | +24.4% | +26.4% | -1.9% | +5.0% |
| All | +248.5% | +54.2% | +194.3% | +166.0% |
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