+197.3%
JBL vs RIO
+88.2%
+109.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.5% | +4.8% |
| 7D | +2.4% | -3.2% | +5.6% | +4.2% |
| 30D | -13.1% | +0.9% | -14.0% | -13.7% |
| 3M | -15.6% | -1.4% | -14.2% | -15.3% |
| 6M | +24.6% | +10.9% | +13.6% | +18.1% |
| YTD | +39.6% | +31.2% | +8.4% | +22.4% |
| 1Y | +48.6% | +67.9% | -19.3% | +16.9% |
| 3Y | +197.3% | +88.8% | +108.5% | +113.7% |
| All | +197.3% | +88.2% | +109.1% | +113.7% |
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 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