+292.5%
RIO vs ALLE
+327.3%
-34.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | -10.1% | +25.3% | -35.5% | -18.4% |
| 3M | -14.1% | +10.3% | -24.4% | -18.0% |
| 6M | -18.9% | +38.0% | -56.9% | -29.8% |
| YTD | +9.9% | +17.8% | -7.9% | +1.0% |
| 1Y | +27.0% | +13.6% | +13.4% | +18.4% |
| 3Y | +50.1% | +89.2% | -39.1% | +9.7% |
| 5Y | +95.3% | +51.1% | +44.2% | +54.0% |
| 10Y | +425.9% | +228.1% | +197.8% | +177.1% |
| All | +292.5% | +327.3% | -34.8% | +93.2% |
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