+2,770.9%
AVGO vs RIO
+608.6%
+2,162.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.1% | -3.2% | +4.3% | +2.6% |
| 30D | -13.0% | +0.9% | -13.9% | -13.6% |
| 3M | -6.0% | -1.4% | -4.5% | -5.8% |
| 6M | +6.4% | +10.9% | -4.6% | +1.3% |
| YTD | +5.0% | +31.2% | -26.2% | -8.0% |
| 1Y | +1.4% | +67.9% | -66.5% | -20.3% |
| 3Y | +336.8% | +88.8% | +248.0% | +221.6% |
| 5Y | +698.2% | +93.1% | +605.1% | +460.5% |
| All | +2,770.9% | +608.6% | +2,162.3% | +1,182.1% |
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 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