+1,525.1%
JBL vs RIO
+608.6%
+916.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.5% | +4.7% |
| 7D | +2.4% | -3.2% | +5.6% | +4.2% |
| 30D | -13.1% | +0.9% | -14.0% | -13.8% |
| 3M | -15.6% | -1.4% | -14.2% | -15.3% |
| 6M | +24.6% | +10.9% | +13.6% | +17.7% |
| YTD | +39.6% | +31.2% | +8.4% | +20.2% |
| 1Y | +48.6% | +67.9% | -19.3% | +12.4% |
| 3Y | +197.3% | +88.8% | +108.5% | +106.7% |
| 5Y | +413.0% | +93.1% | +319.9% | +238.3% |
| All | +1,525.1% | +608.6% | +916.4% | +500.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling