-9.3%
ALB vs RIO
+58.5%
-67.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -3.6% |
| 7D | +9.5% | +4.4% | +5.0% | +4.2% |
| 30D | -2.1% | -8.9% | +6.7% | +8.2% |
| 3M | -24.1% | -12.7% | -11.5% | -12.6% |
| 6M | -51.0% | -16.2% | -34.8% | -41.3% |
| YTD | -29.3% | +13.4% | -42.7% | -43.1% |
| 1Y | +3.2% | +30.9% | -27.7% | -31.5% |
| 3Y | -9.3% | +60.2% | -69.5% | -57.7% |
| All | -9.3% | +58.5% | -67.9% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling