+32,991.5%
GILD vs RIO
+5,725.8%
+27,265.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -4.8% | -3.2% | -1.6% | -4.2% |
| 30D | +5.8% | +0.9% | +4.9% | +5.5% |
| 3M | +14.9% | -1.4% | +16.4% | +14.9% |
| 6M | -0.4% | +10.9% | -11.3% | -3.0% |
| YTD | +18.5% | +31.2% | -12.7% | +11.4% |
| 1Y | +25.1% | +67.9% | -42.8% | +11.7% |
| 3Y | +105.9% | +88.8% | +17.1% | +77.8% |
| 5Y | +143.0% | +93.1% | +49.9% | +104.1% |
| 10Y | +162.4% | +593.0% | -430.6% | +62.1% |
| All | +32,991.5% | +5,725.8% | +27,265.7% | +7,384.8% |
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 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