+5,878.7%
RIO vs TRMB
+3,381.2%
+2,497.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | +4.0% | +1.5% | +2.4% | +3.6% |
| 3M | +0.1% | +6.8% | -6.6% | -1.4% |
| 6M | +12.7% | -14.9% | +27.7% | +15.5% |
| YTD | +35.6% | -24.1% | +59.7% | +41.4% |
| 1Y | +73.7% | -25.4% | +99.1% | +81.5% |
| 3Y | +93.3% | +8.0% | +85.3% | +86.5% |
| 5Y | +92.4% | -37.3% | +129.7% | +102.0% |
| 10Y | +606.9% | +116.8% | +490.1% | +488.2% |
| All | +5,878.7% | +3,381.2% | +2,497.5% | +3,794.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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