+298.8%
TMUS vs RIO
+368.8%
-70.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +8.2% | +0.5% | +7.7% | +8.0% |
| 30D | +13.4% | -9.9% | +23.3% | +16.5% |
| 3M | -3.0% | -14.0% | +11.0% | +0.6% |
| 6M | -8.8% | -19.5% | +10.7% | -4.1% |
| YTD | -13.8% | +11.5% | -25.4% | -18.2% |
| 1Y | -17.1% | +26.9% | -44.0% | -24.2% |
| 3Y | +22.7% | +55.1% | -32.5% | +3.8% |
| 5Y | +52.8% | +90.7% | -37.8% | +18.0% |
| 10Y | +244.6% | +363.3% | -118.7% | +93.2% |
| All | +298.8% | +368.8% | -70.0% | +67.6% |
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