+407.0%
AXP vs RIO
+354.4%
+52.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -0.1% | -0.9% | +0.8% | +0.3% |
| 30D | +4.4% | -9.1% | +13.5% | +8.8% |
| 3M | -6.4% | -13.7% | +7.3% | -0.5% |
| 6M | +4.2% | -24.3% | +28.5% | +16.8% |
| YTD | -12.4% | +8.9% | -21.3% | -18.2% |
| 1Y | -11.1% | +22.7% | -33.8% | -21.7% |
| 3Y | +114.9% | +51.2% | +63.7% | +66.7% |
| 5Y | +87.4% | +88.1% | -0.7% | +23.4% |
| All | +407.0% | +354.4% | +52.6% | +118.5% |
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