+711.1%
AVGO vs RIO
+101.7%
+609.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.8% | +1.0% | -1.7% | -1.2% |
| 30D | -13.7% | +4.0% | -17.8% | -15.2% |
| 3M | -6.9% | +4.5% | -11.5% | -8.9% |
| 6M | +5.8% | +17.3% | -11.6% | -0.8% |
| YTD | +5.7% | +36.2% | -30.5% | -7.1% |
| 1Y | +9.0% | +76.1% | -67.1% | -13.3% |
| 3Y | +340.5% | +102.5% | +238.0% | +228.6% |
| 5Y | +711.1% | +103.5% | +607.5% | +512.4% |
| All | +711.1% | +101.7% | +609.4% | +512.4% |
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