+603.1%
RIO vs ALLE
+148.2%
+454.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.9% | +2.8% | -0.9% | +0.8% |
| 30D | +5.0% | -7.6% | +12.6% | +8.2% |
| 3M | +5.1% | +22.8% | -17.6% | -3.9% |
| 6M | +17.6% | +4.6% | +13.0% | +14.6% |
| YTD | +36.3% | -1.2% | +37.5% | +35.3% |
| 1Y | +71.2% | -9.1% | +80.3% | +75.4% |
| 3Y | +102.7% | +50.0% | +52.7% | +64.8% |
| 5Y | +99.6% | +15.2% | +84.3% | +78.4% |
| 10Y | +603.1% | +151.1% | +452.0% | +338.1% |
| All | +603.1% | +148.2% | +454.9% | +338.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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