+2,251.6%
ALB vs RIO
+3,514.7%
-1,263.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.5% |
| 7D | +9.5% | +4.4% | +5.0% | +7.4% |
| 30D | -2.1% | -8.9% | +6.7% | +1.9% |
| 3M | -24.1% | -12.7% | -11.5% | -19.6% |
| 6M | -51.0% | -16.2% | -34.8% | -47.1% |
| YTD | -29.3% | +13.4% | -42.7% | -32.8% |
| 1Y | +3.2% | +30.9% | -27.7% | -7.6% |
| 3Y | -9.3% | +60.2% | -69.5% | -23.2% |
| 5Y | -61.6% | +98.9% | -160.5% | -70.5% |
| 10Y | +40.8% | +381.4% | -340.6% | -23.3% |
| All | +2,251.6% | +3,514.7% | -1,263.1% | +536.9% |
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 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