+580.6%
RIO vs TECH
+189.8%
+390.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -3.4% | -0.5% | -2.8% | -3.2% |
| 30D | +0.6% | 0.0% | +0.6% | +0.6% |
| 3M | +2.5% | +37.4% | -34.9% | -5.3% |
| 6M | +10.8% | +36.9% | -26.1% | +0.9% |
| YTD | +30.5% | +23.1% | +7.4% | +21.7% |
| 1Y | +68.1% | +42.2% | +25.9% | +50.1% |
| 3Y | +94.0% | +1.9% | +92.1% | +83.1% |
| 5Y | +92.0% | -42.9% | +134.9% | +109.4% |
| All | +580.6% | +189.8% | +390.8% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling