+152.5%
JPM vs RIO
+101.7%
+50.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | -1.4% | +4.0% | -5.4% | -2.5% |
| 3M | +13.9% | +4.5% | +9.4% | +12.3% |
| 6M | +23.5% | +17.3% | +6.2% | +17.5% |
| YTD | +11.6% | +36.2% | -24.5% | +1.5% |
| 1Y | +21.4% | +76.1% | -54.8% | +2.5% |
| 3Y | +163.4% | +102.5% | +60.9% | +109.4% |
| 5Y | +152.5% | +103.5% | +49.0% | +91.8% |
| All | +152.5% | +101.7% | +50.8% | +91.8% |
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