+14,218.6%
LLY vs RIO
+6,008.3%
+8,210.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -1.6% | +4.0% | -5.6% | -2.2% |
| 3M | +2.3% | +0.1% | +2.2% | +2.1% |
| 6M | +14.9% | +12.7% | +2.2% | +12.4% |
| YTD | +7.5% | +35.6% | -28.1% | +2.1% |
| 1Y | +55.7% | +73.7% | -18.0% | +42.1% |
| 3Y | +110.6% | +93.3% | +17.3% | +87.7% |
| 5Y | +363.4% | +92.4% | +271.0% | +306.5% |
| 10Y | +1,649.0% | +606.9% | +1,042.0% | +1,121.7% |
| All | +14,218.6% | +6,008.3% | +8,210.3% | +6,707.0% |
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