+16.0%
BABA vs RIO
+364.8%
-348.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -3.6% | +0.5% | -4.1% | -4.0% |
| 30D | -8.4% | -9.9% | +1.5% | -3.3% |
| 3M | -20.6% | -14.0% | -6.6% | -14.4% |
| 6M | -25.4% | -19.5% | -5.9% | -17.1% |
| YTD | -30.1% | +11.5% | -41.6% | -35.4% |
| 1Y | -36.3% | +26.9% | -63.2% | -45.2% |
| 3Y | +30.4% | +55.1% | -24.8% | +0.8% |
| 5Y | -35.7% | +90.7% | -126.4% | -55.3% |
| 10Y | +16.0% | +363.3% | -347.3% | -44.4% |
| All | +16.0% | +364.8% | -348.8% | -44.4% |
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