+77.2%
TGT vs RIO
+69.4%
+7.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -5.2% | -3.2% | -2.0% | -5.0% |
| 30D | +1.2% | +0.9% | +0.3% | +1.1% |
| 3M | +18.4% | -1.4% | +19.8% | +19.2% |
| 6M | +33.4% | +10.9% | +22.5% | +31.0% |
| YTD | +63.8% | +31.2% | +32.6% | +51.4% |
| 1Y | +77.2% | +67.9% | +9.3% | +55.7% |
| All | +77.2% | +69.4% | +7.8% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling