+13,164.2%
GOOG vs RIO
+1,355.2%
+11,809.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.6% | +1.0% | -2.5% | -1.8% |
| 30D | -7.7% | +4.0% | -11.7% | -8.6% |
| 3M | -9.3% | +4.5% | -13.8% | -10.5% |
| 6M | +7.4% | +17.3% | -9.9% | +2.9% |
| YTD | +4.9% | +36.2% | -31.3% | -3.4% |
| 1Y | +37.2% | +76.1% | -38.9% | +18.6% |
| 3Y | +141.6% | +102.5% | +39.1% | +100.4% |
| 5Y | +128.8% | +103.5% | +25.2% | +85.6% |
| 10Y | +772.7% | +619.2% | +153.6% | +417.2% |
| All | +13,164.2% | +1,355.2% | +11,809.1% | +5,342.0% |
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