+90.3%
RIO vs ACGL
+173.3%
-83.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | -9.1% | +12.3% | -21.4% | -10.5% |
| 3M | -13.7% | +11.8% | -25.5% | -15.0% |
| 6M | -24.3% | +17.5% | -41.8% | -26.4% |
| YTD | +8.9% | +14.3% | -5.4% | +6.2% |
| 1Y | +22.7% | +18.2% | +4.5% | +18.8% |
| 3Y | +51.2% | +33.2% | +18.0% | +39.9% |
| All | +90.3% | +173.3% | -83.0% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling