+189.5%
LQD vs RIO
+2,227.0%
-2,037.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -0.2% | +4.0% | -4.2% | -0.3% |
| 3M | -1.7% | +4.5% | -6.2% | -1.8% |
| 6M | -2.7% | +17.3% | -20.0% | -3.1% |
| YTD | -1.4% | +36.2% | -37.6% | -2.2% |
| 1Y | -1.0% | +76.1% | -77.1% | -2.4% |
| 3Y | +15.1% | +102.5% | -87.5% | +13.0% |
| 5Y | -5.2% | +103.5% | -108.7% | -7.1% |
| 10Y | +23.3% | +619.2% | -595.9% | +17.7% |
| All | +189.5% | +2,227.0% | -2,037.5% | +184.4% |
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