+2,660.6%
AVGO vs RIO
+354.4%
+2,306.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.6% |
| 7D | +18.2% | -0.9% | +19.1% | +18.6% |
| 30D | +0.2% | -9.1% | +9.3% | +4.7% |
| 3M | -16.8% | -13.7% | -3.1% | -11.2% |
| 6M | -16.5% | -24.3% | +7.9% | -5.3% |
| YTD | +0.8% | +8.9% | -8.1% | -4.0% |
| 1Y | +2.8% | +22.7% | -19.8% | -7.3% |
| 3Y | +278.5% | +51.2% | +227.4% | +206.5% |
| 5Y | +573.1% | +88.1% | +485.0% | +372.7% |
| All | +2,660.6% | +354.4% | +2,306.2% | +1,225.5% |
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