+1,545.2%
LLY vs RIO
+600.2%
+945.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | -3.1% | +1.9% | -5.0% | -3.4% |
| 30D | -5.1% | +5.0% | -10.0% | -5.9% |
| 3M | -2.1% | +5.1% | -7.2% | -3.0% |
| 6M | +13.8% | +17.6% | -3.8% | +10.3% |
| YTD | +5.1% | +36.3% | -31.2% | -0.9% |
| 1Y | +53.1% | +71.2% | -18.1% | +38.7% |
| 3Y | +95.6% | +102.7% | -7.1% | +70.3% |
| 5Y | +361.5% | +99.6% | +261.9% | +295.0% |
| 10Y | +1,545.2% | +603.1% | +942.1% | +936.5% |
| All | +1,545.2% | +600.2% | +945.0% | +936.5% |
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