+7,443.4%
QLD vs RIO
+465.5%
+6,977.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.2% |
| 7D | -10.3% | +2.2% | -12.5% | -11.3% |
| 30D | -26.1% | -10.1% | -15.9% | -21.4% |
| 3M | -17.8% | -14.1% | -3.6% | -10.6% |
| 6M | -15.6% | -18.9% | +3.3% | -5.2% |
| YTD | +5.4% | +9.9% | -4.5% | -0.4% |
| 1Y | +5.2% | +27.0% | -21.8% | -8.2% |
| 3Y | +139.4% | +50.1% | +89.4% | +89.5% |
| 5Y | +66.7% | +95.3% | -28.6% | +11.9% |
| 10Y | +1,422.1% | +425.9% | +996.2% | +506.6% |
| All | +7,443.4% | +465.5% | +6,977.9% | +2,094.2% |
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 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