+2,885.9%
ALB vs RIO
+4,221.0%
-1,335.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.9% | -4.6% |
| 7D | -8.1% | 0.0% | -8.0% | -8.1% |
| 30D | +6.3% | +4.0% | +2.3% | +4.3% |
| 3M | -23.6% | +0.1% | -23.7% | -23.7% |
| 6M | -24.6% | +12.7% | -37.3% | -28.5% |
| YTD | -10.3% | +35.6% | -45.8% | -21.1% |
| 1Y | +61.5% | +73.7% | -12.2% | +28.5% |
| 3Y | -34.0% | +93.3% | -127.3% | -48.4% |
| 5Y | -44.6% | +92.4% | -137.0% | -57.2% |
| 10Y | +76.1% | +606.9% | -530.9% | -18.0% |
| All | +2,885.9% | +4,221.0% | -1,335.1% | +648.2% |
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 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