+51.8%
RIO vs ACGL
+33.3%
+18.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | -10.5% | +12.8% | -23.3% | -10.1% |
| 3M | -15.9% | +12.3% | -28.2% | -15.6% |
| 6M | -22.3% | +15.8% | -38.1% | -22.0% |
| YTD | +9.3% | +13.9% | -4.6% | +9.5% |
| 1Y | +23.0% | +19.0% | +4.0% | +22.9% |
| All | +51.8% | +33.3% | +18.4% | +57.4% |
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