+89.6%
AXP vs RIO
+94.1%
-4.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +0.6% | +2.2% | -1.7% | -0.1% |
| 30D | +5.8% | -10.1% | +16.0% | +9.2% |
| 3M | -6.0% | -14.1% | +8.1% | -1.8% |
| 6M | +0.3% | -18.9% | +19.2% | +6.2% |
| YTD | -12.3% | +9.9% | -22.2% | -16.8% |
| 1Y | -11.2% | +27.0% | -38.2% | -20.0% |
| 3Y | +117.0% | +50.1% | +66.9% | +80.7% |
| All | +89.6% | +94.1% | -4.5% | +35.2% |
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