+88.9%
RIO vs TECH
-41.4%
+130.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -10.5% | +0.5% | -11.0% | -10.6% |
| 3M | -15.9% | +1.0% | -16.9% | -16.1% |
| 6M | -22.3% | +54.1% | -76.3% | -28.4% |
| YTD | +9.3% | +24.4% | -15.1% | +3.8% |
| 1Y | +23.0% | +19.3% | +3.7% | +17.7% |
| 3Y | +52.1% | +28.5% | +23.5% | +39.0% |
| 5Y | +88.9% | -41.0% | +129.8% | +93.9% |
| All | +88.9% | -41.4% | +130.3% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling