+50.1%
RIO vs ABCL
+156.0%
-106.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.1% | +0.1% |
| 7D | +2.2% | -3.2% | +5.4% | +2.4% |
| 30D | -10.1% | -7.4% | -2.7% | -9.7% |
| 3M | -14.1% | +81.9% | -96.1% | -19.5% |
| 6M | -18.9% | +135.7% | -154.6% | -26.5% |
| YTD | +9.9% | +247.4% | -237.5% | -4.5% |
| 1Y | +27.0% | +162.3% | -135.3% | +12.6% |
| 3Y | +50.1% | +165.5% | -115.4% | +30.7% |
| All | +50.1% | +156.0% | -106.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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