+107.2%
APA vs RIO
+29.3%
+77.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.5% | -6.2% |
| 7D | -13.0% | -1.6% | -11.4% | -13.0% |
| 30D | +2.0% | -11.6% | +13.6% | +0.2% |
| 3M | +24.9% | -12.7% | +37.6% | +22.6% |
| 6M | +7.2% | -12.4% | +19.5% | +6.0% |
| YTD | +87.1% | +11.0% | +76.1% | +74.8% |
| 1Y | +107.2% | +30.8% | +76.3% | +70.7% |
| All | +107.2% | +29.3% | +77.8% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling