+34.8%
SAP vs RIO
-17.0%
+51.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.1% |
| 7D | -0.7% | +2.2% | -2.9% | -0.5% |
| 30D | +11.1% | -10.1% | +21.2% | +9.6% |
| 3M | +17.0% | -14.1% | +31.2% | +15.3% |
| 6M | +34.8% | -18.9% | +53.7% | +33.7% |
| All | +34.8% | -17.0% | +51.8% | +33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling