+153.1%
JPM vs RIO
+51.7%
+101.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | +3.3% | -9.1% | +12.3% | +5.2% |
| 3M | -4.2% | -13.7% | +9.5% | -1.5% |
| 6M | +16.4% | -24.3% | +40.7% | +22.6% |
| YTD | +9.5% | +8.9% | +0.6% | +6.3% |
| 1Y | +14.0% | +22.7% | -8.6% | +7.9% |
| 3Y | +153.1% | +51.2% | +101.9% | +127.3% |
| All | +153.1% | +51.7% | +101.4% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling