+1,527.5%
META vs RIO
+495.2%
+1,032.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | +4.0% | +0.8% | +3.6% |
| 3M | -1.6% | +0.1% | -1.8% | -2.0% |
| 6M | -7.5% | +12.7% | -20.2% | -11.1% |
| YTD | -6.4% | +35.6% | -42.0% | -14.7% |
| 1Y | -17.3% | +73.7% | -91.0% | -29.7% |
| 3Y | +109.9% | +93.3% | +16.6% | +71.5% |
| 5Y | +65.4% | +92.4% | -27.1% | +32.8% |
| 10Y | +391.8% | +606.9% | -215.1% | +195.8% |
| All | +1,527.5% | +495.2% | +1,032.3% | +951.4% |
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