+2,734.7%
GE vs RIO
+6,008.3%
-3,273.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.6% | +4.0% | -15.5% | -12.7% |
| 3M | +3.0% | +0.1% | +2.9% | +2.7% |
| 6M | -0.5% | +12.7% | -13.2% | -4.3% |
| YTD | +9.7% | +35.6% | -25.8% | -0.3% |
| 1Y | +20.0% | +73.7% | -53.7% | +1.2% |
| 3Y | +275.8% | +93.3% | +182.5% | +203.1% |
| 5Y | +429.1% | +92.4% | +336.6% | +318.6% |
| 10Y | +151.2% | +606.9% | -455.8% | +36.6% |
| All | +2,734.7% | +6,008.3% | -3,273.6% | +763.0% |
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