+97.4%
JBL vs RIO
+51.7%
+45.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +6.3% | -0.9% | +7.3% | +6.9% |
| 30D | -13.5% | -9.1% | -4.4% | -9.1% |
| 3M | -31.3% | -13.7% | -17.7% | -26.1% |
| 6M | -28.4% | -24.3% | -4.1% | -18.0% |
| YTD | +11.6% | +8.9% | +2.7% | +8.2% |
| 1Y | +26.1% | +22.7% | +3.5% | +16.3% |
| 3Y | +97.4% | +51.2% | +46.2% | +61.4% |
| All | +97.4% | +51.7% | +45.7% | +61.4% |
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 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