+74.7%
TSLA vs RIO
+55.4%
+19.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.6% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +3.4% | -9.9% | +13.3% | +10.3% |
| 3M | +17.4% | -14.0% | +31.5% | +28.7% |
| 6M | -12.2% | -19.5% | +7.4% | +0.1% |
| YTD | -13.1% | +11.5% | -24.6% | -22.1% |
| 1Y | -11.1% | +26.9% | -38.0% | -28.1% |
| All | +74.7% | +55.4% | +19.3% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling