+39.3%
ASML vs RIO
+27.0%
+12.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.6% |
| 7D | -9.0% | +2.2% | -11.3% | -10.4% |
| 30D | -21.0% | -10.1% | -10.8% | -15.1% |
| 3M | -16.3% | -14.1% | -2.2% | -7.7% |
| 6M | -7.5% | -18.9% | +11.4% | +5.3% |
| YTD | +34.0% | +9.9% | +24.1% | +31.4% |
| 1Y | +39.3% | +27.0% | +12.3% | +17.8% |
| All | +39.3% | +27.0% | +12.2% | +17.8% |
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 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