-6.0%
LQD vs RIO
+91.0%
-97.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.1% | -3.2% | +2.1% | -0.9% |
| 30D | -1.3% | +0.9% | -2.2% | -1.3% |
| 3M | -3.2% | -1.4% | -1.8% | -3.2% |
| 6M | -2.1% | +10.9% | -13.1% | -2.8% |
| YTD | -2.4% | +31.2% | -33.6% | -3.9% |
| 1Y | -2.7% | +67.9% | -70.6% | -5.6% |
| 3Y | +14.2% | +88.8% | -74.6% | +9.9% |
| All | -6.0% | +91.0% | -97.1% | -9.1% |
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 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