+8,175.3%
QLD vs RIO
+462.4%
+7,712.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.5% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | -15.7% | -10.5% | -5.2% | -10.1% |
| 3M | -11.9% | -15.9% | +4.0% | -3.1% |
| 6M | -10.3% | -22.3% | +12.0% | +3.2% |
| YTD | +15.6% | +9.3% | +6.3% | +9.7% |
| 1Y | +12.1% | +23.0% | -10.9% | -0.4% |
| 3Y | +150.7% | +52.1% | +98.6% | +97.2% |
| 5Y | +86.6% | +88.9% | -2.3% | +27.8% |
| 10Y | +1,509.7% | +354.1% | +1,155.6% | +593.0% |
| All | +8,175.3% | +462.4% | +7,712.8% | +2,315.9% |
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