-2.6%
APA vs RIO
+605.0%
-607.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | +0.3% | +1.0% | -0.7% | -0.4% |
| 30D | +9.3% | +4.0% | +5.3% | +6.0% |
| 3M | +23.3% | +4.5% | +18.8% | +17.7% |
| 6M | +39.5% | +17.3% | +22.1% | +18.0% |
| YTD | +87.6% | +36.2% | +51.4% | +39.5% |
| 1Y | +114.2% | +76.1% | +38.1% | +29.5% |
| 3Y | +13.6% | +102.5% | -89.0% | -41.0% |
| 5Y | +175.6% | +103.5% | +72.1% | +38.6% |
| 10Y | -2.6% | +619.2% | -621.8% | -75.8% |
| All | -2.6% | +605.0% | -607.6% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling