+47.6%
MSFT vs RIO
+56.4%
-8.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | +2.3% | +3.6% | -1.2% | +1.8% |
| 30D | -0.4% | -10.8% | +10.4% | +1.2% |
| 3M | +5.6% | -15.2% | +20.8% | +7.9% |
| 6M | +29.0% | -18.0% | +47.0% | +32.1% |
| YTD | +10.9% | +11.0% | 0.0% | +7.5% |
| 1Y | +6.2% | +26.4% | -20.1% | +0.3% |
| 3Y | +47.6% | +54.4% | -6.7% | +31.5% |
| All | +47.6% | +56.4% | -8.8% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling