+585.7%
JPM vs RIO
+604.6%
-18.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +1.4% |
| 7D | -2.3% | -3.4% | +1.0% | -1.0% |
| 30D | -2.3% | +0.6% | -2.9% | -2.8% |
| 3M | +14.9% | +2.5% | +12.3% | +13.1% |
| 6M | +23.6% | +10.8% | +12.8% | +17.1% |
| YTD | +11.3% | +30.5% | -19.2% | -2.2% |
| 1Y | +19.9% | +68.1% | -48.2% | -5.6% |
| 3Y | +162.6% | +94.0% | +68.6% | +88.7% |
| 5Y | +154.6% | +92.0% | +62.6% | +75.8% |
| All | +585.7% | +604.6% | -18.9% | +173.0% |
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