+75.1%
SAP vs RIO
+49.3%
+25.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -0.7% | +2.2% | -2.9% | -1.0% |
| 30D | +11.1% | -10.1% | +21.2% | +12.8% |
| 3M | +17.0% | -14.1% | +31.2% | +19.6% |
| 6M | +34.8% | -18.9% | +53.7% | +39.0% |
| YTD | -2.2% | +9.9% | -12.1% | -7.1% |
| 1Y | -6.4% | +27.0% | -33.4% | -14.8% |
| 3Y | +75.1% | +50.1% | +25.1% | +49.4% |
| All | +75.1% | +49.3% | +25.8% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling