+123.9%
SBUX vs RIO
+608.6%
-484.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -5.5% | -3.2% | -2.3% | -4.5% |
| 30D | -8.5% | +0.9% | -9.4% | -8.9% |
| 3M | -2.9% | -1.4% | -1.5% | -2.9% |
| 6M | -1.5% | +10.9% | -12.5% | -5.9% |
| YTD | +19.4% | +31.2% | -11.8% | +7.6% |
| 1Y | +22.9% | +67.9% | -45.0% | +1.8% |
| 3Y | +11.3% | +88.8% | -77.5% | -12.6% |
| 5Y | -6.9% | +93.1% | -100.0% | -29.3% |
| All | +123.9% | +608.6% | -484.8% | +22.7% |
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 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