+740.7%
GOOGL vs RIO
+604.6%
+136.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +2.0% |
| 7D | -2.8% | -3.4% | +0.5% | -1.8% |
| 30D | -3.2% | +0.6% | -3.8% | -3.5% |
| 3M | -6.6% | +2.5% | -9.1% | -7.7% |
| 6M | +8.5% | +10.8% | -2.3% | +4.2% |
| YTD | +6.5% | +30.5% | -24.0% | -3.7% |
| 1Y | +39.4% | +68.1% | -28.7% | +15.7% |
| 3Y | +146.2% | +94.0% | +52.2% | +92.3% |
| 5Y | +138.3% | +92.0% | +46.3% | +80.7% |
| All | +740.7% | +604.6% | +136.0% | +339.6% |
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