+150.5%
GOOGL vs RIO
+104.4%
+46.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | +1.1% | +1.9% | -0.9% | +0.4% |
| 30D | -4.4% | +5.0% | -9.4% | -6.0% |
| 3M | -6.8% | +5.1% | -11.9% | -8.5% |
| 6M | +13.6% | +17.6% | -4.1% | +7.0% |
| YTD | +8.3% | +36.3% | -28.0% | -3.6% |
| 1Y | +44.9% | +71.2% | -26.2% | +18.6% |
| 3Y | +150.5% | +102.7% | +47.8% | +90.4% |
| All | +150.5% | +104.4% | +46.0% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling