+98.9%
RIO vs APD
+12.1%
+86.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.1% | +2.5% |
| 7D | +4.4% | -1.6% | +6.0% | +5.0% |
| 30D | -8.9% | +10.6% | -19.5% | -11.9% |
| 3M | -12.7% | +2.5% | -15.2% | -13.6% |
| 6M | -16.2% | +6.0% | -22.2% | -18.1% |
| YTD | +13.4% | +28.4% | -15.0% | +3.2% |
| 1Y | +30.9% | +22.2% | +8.8% | +20.9% |
| 3Y | +60.2% | +26.6% | +33.6% | +42.2% |
| 5Y | +98.9% | +11.8% | +87.2% | +75.3% |
| All | +98.9% | +12.1% | +86.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling