+101.1%
UAL vs RIO
+353.3%
-252.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +1.4% |
| 7D | +12.5% | +3.6% | +8.9% | +10.4% |
| 30D | +12.2% | -10.8% | +23.0% | +20.1% |
| 3M | -2.6% | -15.2% | +12.6% | +7.0% |
| 6M | +21.1% | -18.0% | +39.1% | +34.9% |
| YTD | +7.8% | +11.0% | -3.2% | -0.4% |
| 1Y | +25.4% | +26.4% | -1.0% | +7.2% |
| 3Y | +217.3% | +54.4% | +163.0% | +136.5% |
| 5Y | +132.9% | +98.1% | +34.8% | +40.2% |
| 10Y | +101.1% | +358.5% | -257.4% | -16.9% |
| All | +101.1% | +353.3% | -252.2% | -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 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