+42,044.7%
JBL vs RIO
+5,142.1%
+36,902.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +4.0% | +1.0% | +3.0% | +3.6% |
| 30D | -7.5% | +4.0% | -11.5% | -9.2% |
| 3M | -14.1% | +4.5% | -18.6% | -15.8% |
| 6M | +25.9% | +17.3% | +8.5% | +17.8% |
| YTD | +36.7% | +36.2% | +0.5% | +19.9% |
| 1Y | +49.0% | +76.1% | -27.2% | +17.6% |
| 3Y | +191.8% | +102.5% | +89.2% | +114.5% |
| 5Y | +409.8% | +103.5% | +306.2% | +264.8% |
| 10Y | +1,509.2% | +619.2% | +890.0% | +585.1% |
| All | +42,044.7% | +5,142.1% | +36,902.6% | +7,654.6% |
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