+77,379.7%
MSFT vs RIO
+6,008.3%
+71,371.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.7% | +4.0% | -1.3% | +1.6% |
| 3M | +17.0% | +0.1% | +16.8% | +16.6% |
| 6M | +23.8% | +12.7% | +11.1% | +19.4% |
| YTD | +4.0% | +35.6% | -31.6% | -4.6% |
| 1Y | -0.8% | +73.7% | -74.5% | -14.6% |
| 3Y | +55.6% | +93.3% | -37.7% | +29.0% |
| 5Y | +72.9% | +92.4% | -19.5% | +40.7% |
| 10Y | +875.8% | +606.9% | +268.9% | +465.1% |
| All | +77,379.7% | +6,008.3% | +71,371.5% | +25,247.3% |
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