+48,339.6%
TSCO vs RIO
+4,029.9%
+44,309.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -2.5% | +1.0% | -3.4% | -2.6% |
| 30D | -1.1% | +4.0% | -5.1% | -1.9% |
| 3M | +14.3% | +4.5% | +9.7% | +13.0% |
| 6M | -31.9% | +17.3% | -49.2% | -34.3% |
| YTD | -30.7% | +36.2% | -66.9% | -35.2% |
| 1Y | -41.1% | +76.1% | -117.2% | -47.7% |
| 3Y | -17.1% | +102.5% | -119.7% | -28.9% |
| 5Y | -7.5% | +103.5% | -111.1% | -22.2% |
| 10Y | +192.6% | +619.2% | -426.6% | +87.7% |
| All | +48,339.6% | +4,029.9% | +44,309.7% | +25,333.4% |
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