+56.8%
SAP vs RIO
+97.3%
-40.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -0.3% | +1.9% | -2.2% | -0.7% |
| 30D | +2.6% | +5.0% | -2.4% | +1.4% |
| 3M | +16.3% | +5.1% | +11.1% | +14.8% |
| 6M | +6.4% | +17.6% | -11.2% | +1.6% |
| YTD | -11.4% | +36.3% | -47.7% | -19.2% |
| 1Y | -20.4% | +71.2% | -91.6% | -32.0% |
| 3Y | +56.5% | +102.7% | -46.2% | +25.9% |
| 5Y | +56.8% | +99.6% | -42.8% | +24.3% |
| All | +56.8% | +97.3% | -40.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling