+55.0%
JD vs RIO
+281.8%
-226.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -4.1% |
| 7D | +7.9% | +4.4% | +3.5% | +5.5% |
| 30D | +4.8% | -8.9% | +13.6% | +9.4% |
| 3M | -13.9% | -12.7% | -1.2% | -8.4% |
| 6M | -5.8% | -16.2% | +10.4% | +1.7% |
| YTD | +2.4% | +13.4% | -11.0% | -6.2% |
| 1Y | -7.5% | +30.9% | -38.4% | -21.5% |
| 3Y | +20.9% | +60.2% | -39.3% | -6.4% |
| 5Y | -58.0% | +98.9% | -157.0% | -70.4% |
| 10Y | +28.9% | +381.4% | -352.5% | -34.5% |
| All | +55.0% | +281.8% | -226.8% | -19.3% |
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