+160.3%
EBAY vs RIO
+88.2%
+72.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +4.2% | -3.2% | +7.4% | +4.9% |
| 30D | +5.6% | +0.9% | +4.7% | +5.3% |
| 3M | -1.4% | -1.4% | 0.0% | -1.2% |
| 6M | +18.2% | +10.9% | +7.3% | +14.4% |
| YTD | +24.8% | +31.2% | -6.4% | +14.6% |
| 1Y | +18.0% | +67.9% | -49.9% | +0.5% |
| 3Y | +160.3% | +88.8% | +71.5% | +110.8% |
| All | +160.3% | +88.2% | +72.1% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling