+10.2%
ORCL vs RIO
+49.3%
-39.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -11.2% | +2.2% | -13.4% | -12.0% |
| 30D | -18.8% | -10.1% | -8.7% | -15.3% |
| 3M | -18.8% | -14.1% | -4.6% | -13.7% |
| 6M | -39.7% | -18.9% | -20.8% | -34.8% |
| YTD | -39.6% | +9.9% | -49.5% | -40.8% |
| 1Y | -51.7% | +27.0% | -78.7% | -54.9% |
| 3Y | +10.2% | +50.1% | -39.8% | -5.2% |
| All | +10.2% | +49.3% | -39.1% | -5.2% |
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