+179.0%
SAP vs RIO
+605.0%
-425.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | +1.0% | -1.2% | -0.6% |
| 30D | +0.3% | +4.0% | -3.7% | -1.0% |
| 3M | +16.9% | +4.5% | +12.4% | +14.8% |
| 6M | +6.3% | +17.3% | -11.0% | +0.1% |
| YTD | -12.4% | +36.2% | -48.6% | -22.1% |
| 1Y | -21.6% | +76.1% | -97.8% | -36.3% |
| 3Y | +54.8% | +102.5% | -47.8% | +18.1% |
| 5Y | +56.2% | +103.5% | -47.4% | +14.9% |
| 10Y | +179.0% | +619.2% | -440.1% | +36.4% |
| All | +179.0% | +605.0% | -425.9% | +36.4% |
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