+166.1%
APA vs RIO
+97.3%
+68.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | -1.7% | +1.9% | -3.6% | -2.7% |
| 30D | +15.7% | +5.0% | +10.8% | +12.6% |
| 3M | +16.5% | +5.1% | +11.3% | +12.3% |
| 6M | +35.1% | +17.6% | +17.5% | +18.4% |
| YTD | +82.2% | +36.3% | +45.9% | +43.0% |
| 1Y | +102.5% | +71.2% | +31.3% | +35.4% |
| 3Y | +10.3% | +102.7% | -92.4% | -36.9% |
| 5Y | +166.1% | +99.6% | +66.5% | +59.0% |
| All | +166.1% | +97.3% | +68.8% | +59.0% |
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