+22,131.9%
TSLA vs RIO
+492.7%
+21,639.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.1% |
| 7D | +1.5% | 0.0% | +1.6% | +1.5% |
| 30D | +10.1% | +4.0% | +6.1% | +8.2% |
| 3M | -15.4% | +0.1% | -15.5% | -15.5% |
| 6M | -12.8% | +12.7% | -25.5% | -17.5% |
| YTD | -21.3% | +35.6% | -56.8% | -31.7% |
| 1Y | +4.6% | +73.7% | -69.1% | -18.5% |
| 3Y | +44.5% | +93.3% | -48.8% | +7.6% |
| 5Y | +44.8% | +92.4% | -47.6% | +4.9% |
| 10Y | +2,585.4% | +606.9% | +1,978.5% | +1,056.2% |
| All | +22,131.9% | +492.7% | +21,639.2% | +10,820.7% |
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