+50.1%
RIO vs ACGL
+31.5%
+18.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.6% |
| 7D | +2.2% | +0.9% | +1.4% | +2.3% |
| 30D | -10.1% | +13.7% | -23.9% | -9.8% |
| 3M | -14.1% | +8.0% | -22.2% | -13.9% |
| 6M | -18.9% | +13.3% | -32.2% | -18.7% |
| YTD | +9.9% | +11.8% | -1.9% | +10.0% |
| 1Y | +27.0% | +22.2% | +4.7% | +26.5% |
| 3Y | +50.1% | +32.5% | +17.6% | +56.5% |
| All | +50.1% | +31.5% | +18.6% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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