+38.6%
ALB vs RIO
+354.4%
-315.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -5.8% | -0.9% | -4.8% | -5.2% |
| 30D | -4.5% | -9.1% | +4.6% | +2.1% |
| 3M | -28.1% | -13.7% | -14.4% | -20.3% |
| 6M | -53.2% | -24.3% | -28.8% | -43.1% |
| YTD | -33.3% | +8.9% | -42.2% | -37.4% |
| 1Y | -17.4% | +22.7% | -40.1% | -28.7% |
| 3Y | -14.1% | +51.2% | -65.3% | -33.3% |
| 5Y | -64.0% | +88.1% | -152.1% | -76.1% |
| All | +38.6% | +354.4% | -315.8% | -35.8% |
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