+13,507.3%
GOOGL vs RIO
+1,348.6%
+12,158.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -6.6% | +4.0% | -10.5% | -7.5% |
| 3M | -8.9% | +0.1% | -9.1% | -9.2% |
| 6M | +11.9% | +12.7% | -0.8% | +8.2% |
| YTD | +8.3% | +35.6% | -27.2% | -0.1% |
| 1Y | +46.2% | +73.7% | -27.5% | +26.8% |
| 3Y | +151.9% | +93.3% | +58.6% | +111.2% |
| 5Y | +137.7% | +92.4% | +45.3% | +95.4% |
| 10Y | +757.6% | +606.9% | +150.6% | +410.9% |
| All | +13,507.3% | +1,348.6% | +12,158.7% | +5,494.8% |
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