+384.0%
RIO vs ALLE
+260.9%
+123.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +4.0% | -6.8% | +10.8% | +6.9% |
| 3M | +0.1% | +21.0% | -20.9% | -8.1% |
| 6M | +12.7% | +1.1% | +11.6% | +11.3% |
| YTD | +35.6% | -0.5% | +36.1% | +34.2% |
| 1Y | +73.7% | -7.3% | +80.9% | +76.6% |
| 3Y | +93.3% | +42.3% | +51.0% | +60.2% |
| 5Y | +92.4% | +13.5% | +79.0% | +72.5% |
| 10Y | +606.9% | +144.0% | +462.9% | +325.3% |
| All | +384.0% | +260.9% | +123.2% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling