+4,867.9%
RIO vs TECH
+53,214.7%
-48,346.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | -9.1% | +0.5% | -9.6% | -9.2% |
| 3M | -13.7% | +1.1% | -14.8% | -13.8% |
| 6M | -24.3% | +62.8% | -87.2% | -30.4% |
| YTD | +8.9% | +24.5% | -15.6% | +3.6% |
| 1Y | +22.7% | +20.6% | +2.0% | +17.3% |
| 3Y | +51.2% | +29.5% | +21.7% | +40.1% |
| 5Y | +88.1% | -40.9% | +129.0% | +94.6% |
| 10Y | +352.3% | +189.5% | +162.8% | +260.9% |
| All | +4,867.9% | +53,214.7% | -48,346.8% | +2,502.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling