+320.5%
TMUS vs RIO
+469.7%
-149.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.3% | +4.0% | +1.3% | +4.0% |
| 3M | +3.1% | +0.1% | +3.0% | +2.5% |
| 6M | -16.5% | +12.7% | -29.2% | -20.1% |
| YTD | -9.2% | +35.6% | -44.7% | -18.0% |
| 1Y | -26.5% | +73.7% | -100.2% | -38.4% |
| 3Y | +39.0% | +93.3% | -54.3% | +10.9% |
| 5Y | +40.4% | +92.4% | -52.1% | +8.7% |
| 10Y | +303.7% | +606.9% | -303.2% | +100.8% |
| All | +320.5% | +469.7% | -149.3% | +68.0% |
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