+76.1%
RIO vs ALC
-14.0%
+90.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.0% | -5.3% | +6.2% | +1.6% |
| 30D | +4.0% | -7.1% | +11.1% | +4.8% |
| 3M | +4.5% | +0.8% | +3.8% | +4.3% |
| 6M | +17.3% | -16.0% | +33.3% | +21.8% |
| YTD | +36.2% | -12.7% | +48.9% | +40.4% |
| 1Y | +76.1% | -12.8% | +89.0% | +79.4% |
| All | +76.1% | -14.0% | +90.1% | +79.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling