+463.9%
LLY vs RIO
+98.5%
+365.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.1% | +4.0% |
| 7D | +0.1% | +4.4% | -4.4% | -0.3% |
| 30D | +19.7% | -8.9% | +28.6% | +20.7% |
| 3M | +19.3% | -12.7% | +31.9% | +20.7% |
| 6M | +49.3% | -16.2% | +65.6% | +51.6% |
| YTD | +32.0% | +13.4% | +18.6% | +30.0% |
| 1Y | +53.7% | +30.9% | +22.8% | +49.4% |
| 3Y | +143.7% | +60.2% | +83.6% | +131.0% |
| 5Y | +463.9% | +98.9% | +365.0% | +434.7% |
| All | +463.9% | +98.5% | +365.4% | +434.7% |
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 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