+91.4%
ORCL vs RIO
+93.6%
-2.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +10.0% | +4.0% | +6.0% | +8.7% |
| 3M | -32.6% | +0.1% | -32.7% | -32.7% |
| 6M | +4.9% | +12.7% | -7.8% | +1.5% |
| YTD | -17.8% | +35.6% | -53.3% | -24.2% |
| 1Y | -28.0% | +73.7% | -101.7% | -37.7% |
| 3Y | +36.0% | +93.3% | -57.3% | +13.4% |
| All | +91.4% | +93.6% | -2.2% | +57.6% |
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