+80,992.4%
MSFT vs RIO
+4,825.9%
+76,166.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.8% |
| 7D | -2.4% | +0.1% | -2.6% | -2.4% |
| 30D | -3.8% | -10.5% | +6.7% | -1.1% |
| 3M | +6.4% | -15.9% | +22.3% | +10.8% |
| 6M | +28.8% | -22.3% | +51.1% | +36.2% |
| YTD | +8.8% | +9.3% | -0.5% | +5.2% |
| 1Y | +3.2% | +23.0% | -19.9% | -3.2% |
| 3Y | +44.8% | +52.1% | -7.3% | +27.3% |
| 5Y | +61.8% | +88.9% | -27.0% | +32.4% |
| 10Y | +897.9% | +354.1% | +543.8% | +542.8% |
| All | +80,992.4% | +4,825.9% | +76,166.5% | +27,839.1% |
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