+2,347.1%
INFY vs RIO
+2,963.0%
-615.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +1.2% |
| 7D | -9.8% | -3.4% | -6.4% | -8.8% |
| 30D | -13.4% | +0.6% | -14.0% | -13.7% |
| 3M | -7.2% | +2.5% | -9.8% | -8.5% |
| 6M | -20.6% | +10.8% | -31.4% | -24.2% |
| YTD | -37.5% | +30.5% | -67.9% | -43.8% |
| 1Y | -33.4% | +68.1% | -101.5% | -45.2% |
| 3Y | -32.4% | +94.0% | -126.5% | -47.9% |
| 5Y | -45.5% | +92.0% | -137.5% | -59.3% |
| 10Y | +79.7% | +589.0% | -509.3% | -19.9% |
| All | +2,347.1% | +2,963.0% | -615.9% | +455.7% |
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