+57.3%
LLY vs RIO
+29.3%
+28.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.3% |
| 7D | +10.1% | -1.6% | +11.7% | +10.2% |
| 30D | +24.0% | -11.6% | +35.6% | +25.9% |
| 3M | +27.3% | -12.7% | +40.0% | +29.4% |
| 6M | +47.0% | -12.4% | +59.3% | +47.9% |
| YTD | +32.6% | +11.0% | +21.6% | +28.1% |
| 1Y | +57.3% | +30.8% | +26.5% | +42.7% |
| All | +57.3% | +29.3% | +28.0% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling