+465.4%
AXP vs RIO
+606.7%
-141.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.5% | +4.0% | -10.5% | -8.3% |
| 3M | +4.6% | +0.1% | +4.5% | +4.0% |
| 6M | +5.4% | +12.7% | -7.3% | -1.5% |
| YTD | -11.1% | +35.6% | -46.7% | -24.5% |
| 1Y | -0.3% | +73.7% | -74.0% | -25.0% |
| 3Y | +111.6% | +93.3% | +18.3% | +47.6% |
| 5Y | +117.6% | +92.4% | +25.1% | +45.5% |
| All | +465.4% | +606.7% | -141.3% | +108.5% |
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