+99.1%
UAL vs RIO
+600.2%
-501.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.1% |
| 7D | +3.5% | +1.9% | +1.5% | +2.3% |
| 30D | -16.5% | +5.0% | -21.4% | -19.0% |
| 3M | +2.8% | +5.1% | -2.4% | -0.7% |
| 6M | +17.6% | +17.6% | -0.1% | +6.0% |
| YTD | -3.2% | +36.3% | -39.5% | -20.4% |
| 1Y | +0.4% | +71.2% | -70.7% | -28.0% |
| 3Y | +128.2% | +102.7% | +25.5% | +45.8% |
| 5Y | +137.7% | +99.6% | +38.2% | +45.3% |
| 10Y | +99.1% | +603.1% | -504.0% | -30.0% |
| All | +99.1% | +600.2% | -501.1% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling