+152.0%
GE vs RIO
+354.4%
-202.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | +8.1% | -9.1% | +17.2% | +12.5% |
| 3M | -7.9% | -13.7% | +5.8% | -2.3% |
| 6M | +12.9% | -24.3% | +37.2% | +26.1% |
| YTD | +8.2% | +8.9% | -0.7% | +2.7% |
| 1Y | +9.7% | +22.7% | -13.0% | -1.2% |
| 3Y | +266.1% | +51.2% | +214.9% | +192.7% |
| 5Y | +407.4% | +88.1% | +319.3% | +248.2% |
| All | +152.0% | +354.4% | -202.5% | +23.8% |
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 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