-31.1%
ORCL vs RIO
+70.7%
-101.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | +15.0% | +1.9% | +13.1% | +14.1% |
| 30D | +10.5% | +5.0% | +5.6% | +8.2% |
| 3M | -23.0% | +5.1% | -28.1% | -25.0% |
| 6M | +7.0% | +17.6% | -10.6% | +0.2% |
| YTD | -15.8% | +36.3% | -52.1% | -25.2% |
| 1Y | -31.1% | +71.2% | -102.3% | -46.5% |
| All | -31.1% | +70.7% | -101.8% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling