-61.3%
JD vs RIO
+97.3%
-158.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | -0.8% | +1.9% | -2.7% | -2.1% |
| 30D | -16.0% | +5.0% | -21.0% | -18.8% |
| 3M | -3.2% | +5.1% | -8.3% | -7.2% |
| 6M | +6.1% | +17.6% | -11.6% | -7.3% |
| YTD | -0.1% | +36.3% | -36.4% | -23.1% |
| 1Y | -12.7% | +71.2% | -83.9% | -44.0% |
| 3Y | -6.3% | +102.7% | -109.0% | -46.8% |
| 5Y | -61.3% | +99.6% | -160.9% | -79.1% |
| All | -61.3% | +97.3% | -158.6% | -79.1% |
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