+80.2%
ALB vs RIO
+604.6%
-524.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -0.1% |
| 7D | -7.6% | -3.4% | -4.2% | -5.4% |
| 30D | -5.6% | +0.6% | -6.2% | -6.3% |
| 3M | -16.8% | +2.5% | -19.4% | -18.6% |
| 6M | -26.3% | +10.8% | -37.1% | -31.9% |
| YTD | -13.2% | +30.5% | -43.7% | -28.1% |
| 1Y | +68.8% | +68.1% | +0.7% | +18.1% |
| 3Y | -30.7% | +94.0% | -124.7% | -54.2% |
| 5Y | -46.3% | +92.0% | -138.3% | -65.3% |
| All | +80.2% | +604.6% | -524.4% | -31.9% |
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