+222.9%
SAP vs RIO
+392.9%
-170.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.7% |
| 7D | +1.6% | +4.4% | -2.8% | +0.3% |
| 30D | +10.5% | -8.9% | +19.4% | +13.5% |
| 3M | +15.2% | -12.7% | +27.8% | +19.6% |
| 6M | +36.7% | -16.2% | +52.9% | +42.9% |
| YTD | -0.6% | +13.4% | -14.0% | -6.9% |
| 1Y | -4.1% | +30.9% | -35.0% | -14.5% |
| 3Y | +73.2% | +60.2% | +13.1% | +41.8% |
| 5Y | +74.1% | +98.9% | -24.8% | +26.9% |
| 10Y | +222.9% | +381.4% | -158.5% | +79.9% |
| All | +222.9% | +392.9% | -170.0% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling