+2,745.7%
GE vs RIO
+4,900.4%
-2,154.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | +5.4% | +3.6% | +1.8% | +4.3% |
| 30D | +9.6% | -10.8% | +20.4% | +13.4% |
| 3M | -7.7% | -15.2% | +7.5% | -3.4% |
| 6M | +14.0% | -18.0% | +32.0% | +20.3% |
| YTD | +10.2% | +11.0% | -0.8% | +6.0% |
| 1Y | +8.9% | +26.4% | -17.4% | +0.9% |
| 3Y | +273.7% | +54.4% | +219.3% | +221.7% |
| 5Y | +410.2% | +98.1% | +312.1% | +300.7% |
| 10Y | +157.4% | +358.5% | -201.1% | +58.1% |
| All | +2,745.7% | +4,900.4% | -2,154.8% | +817.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling