-30.3%
LULU vs RIO
+29.3%
-59.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +4.2% |
| 7D | +6.5% | -1.6% | +8.1% | +6.7% |
| 30D | +20.3% | -11.6% | +31.9% | +22.8% |
| 3M | -8.9% | -12.7% | +3.8% | -6.9% |
| 6M | -13.1% | -12.4% | -0.7% | -11.4% |
| YTD | -46.1% | +11.0% | -57.1% | -46.3% |
| 1Y | -30.3% | +30.8% | -61.1% | -37.4% |
| All | -30.3% | +29.3% | -59.6% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling