-25.6%
TGT vs RIO
+90.3%
-115.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | 0.0% |
| 7D | -5.0% | -3.4% | -1.7% | -4.2% |
| 30D | +3.0% | +0.6% | +2.5% | +2.8% |
| 3M | +22.6% | +2.5% | +20.1% | +21.4% |
| 6M | +31.2% | +10.8% | +20.4% | +26.0% |
| YTD | +63.7% | +30.5% | +33.2% | +48.4% |
| 1Y | +78.5% | +68.1% | +10.4% | +48.9% |
| 3Y | +40.5% | +94.0% | -53.5% | +11.0% |
| 5Y | -25.6% | +92.0% | -117.6% | -41.3% |
| All | -25.6% | +90.3% | -115.9% | -41.3% |
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