+440.3%
AXP vs RIO
+392.9%
+47.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | -0.4% |
| 7D | -1.1% | +4.4% | -5.5% | -3.0% |
| 30D | +5.2% | -8.9% | +14.1% | +9.5% |
| 3M | -4.6% | -12.7% | +8.1% | +0.9% |
| 6M | +3.2% | -16.2% | +19.4% | +10.4% |
| YTD | -11.3% | +13.4% | -24.8% | -18.8% |
| 1Y | -11.0% | +30.9% | -41.9% | -23.9% |
| 3Y | +120.2% | +60.2% | +60.0% | +66.3% |
| 5Y | +91.7% | +98.9% | -7.2% | +22.8% |
| 10Y | +440.3% | +381.4% | +58.9% | +124.6% |
| All | +440.3% | +392.9% | +47.4% | +124.6% |
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