-32.2%
INFY vs RIO
+88.2%
-120.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -5.4% | -3.2% | -2.2% | -4.9% |
| 30D | -9.9% | +0.9% | -10.8% | -10.0% |
| 3M | -4.6% | -1.4% | -3.1% | -4.2% |
| 6M | -18.5% | +10.9% | -29.4% | -20.7% |
| YTD | -36.5% | +31.2% | -67.8% | -41.1% |
| 1Y | -32.8% | +67.9% | -100.7% | -41.6% |
| 3Y | -32.2% | +88.8% | -121.0% | -44.3% |
| All | -32.2% | +88.2% | -120.4% | -44.3% |
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