+83.2%
APA vs RIO
+96.6%
-13.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.3% |
| 7D | -5.5% | +3.6% | -9.1% | -7.4% |
| 30D | -1.2% | -10.8% | +9.6% | +4.2% |
| 3M | +10.6% | -15.2% | +25.8% | +19.1% |
| 6M | +28.4% | -18.0% | +46.4% | +39.0% |
| YTD | +89.7% | +11.0% | +78.8% | +64.8% |
| 1Y | +90.6% | +26.4% | +64.2% | +51.4% |
| 3Y | +36.9% | +54.4% | -17.5% | -8.0% |
| 5Y | +83.2% | +98.1% | -14.9% | -6.1% |
| All | +83.2% | +96.6% | -13.4% | -6.1% |
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