+236.6%
SAP vs RIO
+354.4%
-117.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.6% | -0.9% | +1.6% | +0.9% |
| 30D | +6.5% | -9.1% | +15.6% | +9.5% |
| 3M | +12.2% | -13.7% | +25.9% | +17.0% |
| 6M | +46.1% | -24.3% | +70.4% | +57.9% |
| YTD | -1.6% | +8.9% | -10.5% | -6.7% |
| 1Y | -5.1% | +22.7% | -27.8% | -13.7% |
| 3Y | +68.4% | +51.2% | +17.2% | +40.2% |
| 5Y | +79.4% | +88.1% | -8.7% | +33.1% |
| All | +236.6% | +354.4% | -117.8% | +89.1% |
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