+5,291.1%
TTWO vs RIO
+2,973.4%
+2,317.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.3% | +1.0% | -3.3% | -2.6% |
| 30D | -16.7% | +4.0% | -20.8% | -17.7% |
| 3M | -0.4% | +4.5% | -5.0% | -2.0% |
| 6M | -1.6% | +17.3% | -19.0% | -6.7% |
| YTD | -17.5% | +36.2% | -53.7% | -25.2% |
| 1Y | -14.8% | +76.1% | -91.0% | -28.2% |
| 3Y | +47.9% | +102.5% | -54.6% | +18.3% |
| 5Y | +34.5% | +103.5% | -69.1% | +4.7% |
| 10Y | +394.0% | +619.2% | -225.2% | +156.2% |
| All | +5,291.1% | +2,973.4% | +2,317.8% | +1,396.4% |
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