+292.6%
APP vs RIO
+94.1%
+198.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.6% |
| 7D | +71.2% | +2.2% | +69.0% | +69.4% |
| 30D | +39.1% | -10.1% | +49.2% | +45.5% |
| 3M | +16.5% | -14.1% | +30.7% | +24.0% |
| 6M | -16.6% | -18.9% | +2.3% | -9.5% |
| YTD | -41.9% | +9.9% | -51.9% | -45.6% |
| 1Y | -37.0% | +27.0% | -64.0% | -44.9% |
| 3Y | +892.4% | +50.1% | +842.4% | +692.2% |
| All | +292.6% | +94.1% | +198.5% | +150.8% |
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 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