+93.9%
ILMN vs RIO
+29.3%
+64.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -6.0% |
| 7D | -21.6% | -1.6% | -20.0% | -21.1% |
| 30D | -22.9% | -11.6% | -11.3% | -19.9% |
| 3M | +11.6% | -12.7% | +24.3% | +16.5% |
| 6M | +62.5% | -12.4% | +74.9% | +68.3% |
| YTD | +72.7% | +11.0% | +61.7% | +56.9% |
| 1Y | +93.9% | +30.8% | +63.0% | +55.8% |
| All | +93.9% | +29.3% | +64.5% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling