-42.5%
ALB vs RIO
+97.3%
-139.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.2% |
| 7D | -4.4% | +1.9% | -6.3% | -5.9% |
| 30D | -1.2% | +5.0% | -6.1% | -5.3% |
| 3M | -13.3% | +5.1% | -18.4% | -17.2% |
| 6M | -19.8% | +17.6% | -37.4% | -30.6% |
| YTD | -7.9% | +36.3% | -44.2% | -29.1% |
| 1Y | +60.2% | +71.2% | -11.0% | +3.3% |
| 3Y | -26.4% | +102.7% | -129.1% | -56.4% |
| 5Y | -42.5% | +99.6% | -142.1% | -66.2% |
| All | -42.5% | +97.3% | -139.8% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling