+358.5%
RIO vs ALK
-39.7%
+398.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | +3.6% | +12.9% | -9.4% | +0.6% |
| 30D | -10.8% | +5.5% | -16.3% | -12.2% |
| 3M | -15.2% | -12.1% | -3.1% | -13.1% |
| 6M | -18.0% | +1.7% | -19.7% | -19.6% |
| YTD | +11.0% | -17.4% | +28.4% | +13.3% |
| 1Y | +26.4% | -1.9% | +28.3% | +23.4% |
| 3Y | +54.4% | +21.2% | +33.1% | +34.7% |
| 5Y | +98.1% | -27.8% | +125.9% | +93.2% |
| 10Y | +358.5% | -41.0% | +399.6% | +284.6% |
| All | +358.5% | -39.7% | +398.3% | +284.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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