+120.5%
RIO vs ABCL
-81.3%
+201.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | +4.0% | +93.1% | -89.1% | -1.9% |
| 3M | +0.1% | +79.4% | -79.3% | -5.3% |
| 6M | +12.7% | +214.9% | -202.2% | +1.6% |
| YTD | +35.6% | +234.2% | -198.7% | +21.1% |
| 1Y | +73.7% | +174.8% | -101.1% | +56.6% |
| 3Y | +93.3% | +104.5% | -11.2% | +73.0% |
| 5Y | +92.4% | -39.0% | +131.4% | +80.5% |
| All | +120.5% | -81.3% | +201.7% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling