+12,042.4%
JPM vs RIO
+4,806.4%
+7,236.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | +3.3% | -9.1% | +12.3% | +6.7% |
| 3M | -4.2% | -13.7% | +9.5% | +0.6% |
| 6M | +16.4% | -24.3% | +40.7% | +27.4% |
| YTD | +9.5% | +8.9% | +0.6% | +4.6% |
| 1Y | +14.0% | +22.7% | -8.6% | +4.3% |
| 3Y | +153.1% | +51.2% | +101.9% | +111.1% |
| 5Y | +134.9% | +88.1% | +46.8% | +76.2% |
| 10Y | +485.7% | +352.3% | +133.4% | +214.6% |
| All | +12,042.4% | +4,806.4% | +7,236.0% | +2,175.1% |
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 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