+2,475.8%
SAP vs RIO
+2,940.7%
-464.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.7% |
| 7D | +1.6% | +4.4% | -2.8% | +0.3% |
| 30D | +10.5% | -8.9% | +19.4% | +13.5% |
| 3M | +15.2% | -12.7% | +27.8% | +19.6% |
| 6M | +36.7% | -16.2% | +52.9% | +42.8% |
| YTD | -0.6% | +13.4% | -14.0% | -6.2% |
| 1Y | -4.1% | +30.9% | -35.0% | -13.6% |
| 3Y | +73.2% | +60.2% | +13.1% | +44.7% |
| 5Y | +74.1% | +98.9% | -24.8% | +32.3% |
| 10Y | +222.9% | +381.4% | -158.5% | +79.3% |
| All | +2,475.8% | +2,940.7% | -464.9% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling