+16.9%
JD vs RIO
+605.0%
-588.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -3.0% | +1.0% | -3.9% | -3.5% |
| 30D | -19.3% | +4.0% | -23.4% | -21.2% |
| 3M | -6.0% | +4.5% | -10.6% | -9.0% |
| 6M | +1.8% | +17.3% | -15.5% | -8.5% |
| YTD | -2.6% | +36.2% | -38.7% | -20.6% |
| 1Y | -17.4% | +76.1% | -93.6% | -42.4% |
| 3Y | -8.6% | +102.5% | -111.1% | -40.7% |
| 5Y | -61.6% | +103.5% | -165.1% | -75.3% |
| 10Y | +16.9% | +619.2% | -602.3% | -48.5% |
| All | +16.9% | +605.0% | -588.1% | -48.5% |
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