+140.0%
RIO vs ALC
+31.8%
+108.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.4% |
| 7D | +2.2% | +4.9% | -2.6% | +0.5% |
| 30D | -10.1% | +19.0% | -29.1% | -15.9% |
| 3M | -14.1% | +7.8% | -21.9% | -16.8% |
| 6M | -18.9% | +14.6% | -33.5% | -23.6% |
| YTD | +9.9% | -4.4% | +14.4% | +10.3% |
| 1Y | +27.0% | +1.4% | +25.6% | +24.3% |
| 3Y | +50.1% | +2.5% | +47.6% | +41.6% |
| 5Y | +95.3% | -10.9% | +106.2% | +92.0% |
| All | +140.0% | +31.8% | +108.2% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling