+632.8%
LYB vs RIO
+391.8%
+241.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.3% |
| 7D | +0.3% | -3.2% | +3.5% | +2.0% |
| 30D | +2.5% | +0.9% | +1.5% | +1.7% |
| 3M | +1.4% | -1.4% | +2.8% | +1.4% |
| 6M | -3.5% | +10.9% | -14.4% | -11.4% |
| YTD | +52.0% | +31.2% | +20.8% | +26.2% |
| 1Y | +22.1% | +67.9% | -45.9% | -12.3% |
| 3Y | -22.8% | +88.8% | -111.6% | -48.9% |
| 5Y | -3.4% | +93.1% | -96.5% | -39.1% |
| 10Y | +47.4% | +593.0% | -545.6% | -53.8% |
| All | +632.8% | +391.8% | +241.1% | +158.3% |
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