+197.3%
RIO vs ALC
+20.4%
+177.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +1.0% | -5.3% | +6.2% | +3.0% |
| 30D | +4.0% | -7.1% | +11.1% | +6.8% |
| 3M | +4.5% | +0.8% | +3.8% | +3.7% |
| 6M | +17.3% | -16.0% | +33.3% | +24.1% |
| YTD | +36.2% | -12.7% | +48.9% | +41.7% |
| 1Y | +76.1% | -12.8% | +89.0% | +82.8% |
| 3Y | +102.5% | -15.8% | +118.4% | +107.9% |
| 5Y | +103.5% | -16.7% | +120.2% | +104.7% |
| All | +197.3% | +20.4% | +177.0% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling