+71.4%
MSFT vs RIO
+97.3%
-25.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -1.4% | +1.9% | -3.3% | -1.8% |
| 30D | -1.0% | +5.0% | -6.0% | -2.1% |
| 3M | +20.2% | +5.1% | +15.1% | +18.7% |
| 6M | +21.3% | +17.6% | +3.6% | +16.3% |
| YTD | +2.8% | +36.3% | -33.5% | -5.0% |
| 1Y | 0.0% | +71.2% | -71.2% | -12.7% |
| 3Y | +51.2% | +102.7% | -51.5% | +24.7% |
| 5Y | +71.4% | +99.6% | -28.1% | +43.8% |
| All | +71.4% | +97.3% | -25.9% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling