+108.7%
ILMN vs RIO
+71.3%
+37.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -3.9% | +1.0% | -4.8% | -4.1% |
| 30D | +6.9% | +4.0% | +2.9% | +5.8% |
| 3M | +28.1% | +4.5% | +23.6% | +26.4% |
| 6M | +65.0% | +17.3% | +47.6% | +58.5% |
| YTD | +56.3% | +36.2% | +20.1% | +39.7% |
| 1Y | +108.7% | +76.1% | +32.6% | +66.4% |
| All | +108.7% | +71.3% | +37.4% | +66.4% |
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 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