+425.5%
AXP vs RIO
+362.4%
+63.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.7% |
| 7D | -0.6% | +3.6% | -4.2% | -2.2% |
| 30D | +5.0% | -10.8% | +15.8% | +10.3% |
| 3M | -4.2% | -15.2% | +11.0% | +2.6% |
| 6M | +2.9% | -18.0% | +21.0% | +11.2% |
| YTD | -11.6% | +11.0% | -22.6% | -18.2% |
| 1Y | -11.1% | +26.4% | -37.4% | -22.7% |
| 3Y | +116.7% | +54.4% | +62.4% | +66.6% |
| 5Y | +89.6% | +98.1% | -8.5% | +21.4% |
| All | +425.5% | +362.4% | +63.0% | +122.8% |
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 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