+5,547.8%
TGT vs RIO
+6,041.4%
-493.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.6% | +1.9% | -2.6% | -1.0% |
| 30D | +9.5% | +5.0% | +4.6% | +8.4% |
| 3M | +32.3% | +5.1% | +27.1% | +30.5% |
| 6M | +37.0% | +17.6% | +19.4% | +31.4% |
| YTD | +71.0% | +36.3% | +34.7% | +58.4% |
| 1Y | +85.0% | +71.2% | +13.8% | +62.9% |
| 3Y | +46.8% | +102.7% | -55.9% | +24.0% |
| 5Y | -22.7% | +99.6% | -122.3% | -35.5% |
| 10Y | +216.3% | +603.1% | -386.8% | +96.2% |
| All | +5,547.8% | +6,041.4% | -493.6% | +1,745.5% |
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