+6,118.1%
RIO vs IDXX
+53,734.7%
-47,616.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | -3.2% | -5.7% | +2.5% | -2.1% |
| 30D | +0.9% | -11.5% | +12.5% | +3.2% |
| 3M | -1.4% | -9.5% | +8.1% | +0.2% |
| 6M | +10.9% | -16.0% | +26.9% | +14.1% |
| YTD | +31.2% | -25.4% | +56.6% | +37.8% |
| 1Y | +67.9% | -21.8% | +89.7% | +74.0% |
| 3Y | +88.8% | +7.0% | +81.8% | +80.6% |
| 5Y | +93.1% | -26.0% | +119.1% | +94.2% |
| 10Y | +593.0% | +358.9% | +234.0% | +389.8% |
| All | +6,118.1% | +53,734.7% | -47,616.6% | +2,813.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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