+303.6%
JBL vs RIO
+90.3%
+213.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.5% |
| 3M | -31.3% | -13.7% | -17.7% | -26.5% |
| 6M | -28.4% | -24.3% | -4.1% | -18.6% |
| YTD | +11.6% | +8.9% | +2.7% | +7.6% |
| 1Y | +26.1% | +22.7% | +3.5% | +15.4% |
| 3Y | +97.4% | +51.2% | +46.2% | +62.0% |
| All | +303.6% | +90.3% | +213.4% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling