-43.7%
TSCO vs RIO
+69.4%
-113.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.7% | -3.2% | -2.5% | -5.4% |
| 30D | -8.8% | +0.9% | -9.7% | -8.9% |
| 3M | +6.3% | -1.4% | +7.8% | +6.6% |
| 6M | -32.3% | +10.9% | -43.2% | -33.9% |
| YTD | -32.7% | +31.2% | -63.9% | -35.6% |
| 1Y | -43.7% | +67.9% | -111.6% | -45.0% |
| All | -43.7% | +69.4% | -113.1% | -45.0% |
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 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