+34.4%
JD vs RIO
+354.4%
-320.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -4.1% | -0.9% | -3.2% | -3.7% |
| 30D | +4.6% | -9.1% | +13.7% | +10.2% |
| 3M | -4.7% | -13.7% | +8.9% | +3.0% |
| 6M | -17.4% | -24.3% | +7.0% | -4.2% |
| YTD | +0.7% | +8.9% | -8.2% | -7.5% |
| 1Y | -5.9% | +22.7% | -28.5% | -19.8% |
| 3Y | +18.9% | +51.2% | -32.3% | -10.1% |
| 5Y | -62.9% | +88.1% | -151.1% | -75.2% |
| All | +34.4% | +354.4% | -320.1% | -36.4% |
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 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