+24,401.0%
TSLA vs RIO
+376.1%
+24,024.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +8.9% | -0.9% | +9.9% | +9.4% |
| 30D | +6.3% | -9.1% | +15.4% | +10.8% |
| 3M | +14.8% | -13.7% | +28.5% | +22.3% |
| 6M | -12.4% | -24.3% | +12.0% | -1.3% |
| YTD | -13.2% | +8.9% | -22.1% | -17.2% |
| 1Y | -2.9% | +22.7% | -25.6% | -12.2% |
| 3Y | +74.4% | +51.2% | +23.3% | +44.4% |
| 5Y | +13.3% | +88.1% | -74.8% | -16.5% |
| 10Y | +3,004.2% | +352.3% | +2,651.9% | +1,497.7% |
| All | +24,401.0% | +376.1% | +24,024.9% | +13,133.5% |
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