+0.4%
UAL vs RIO
+70.7%
-70.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.1% |
| 7D | +3.5% | +1.9% | +1.5% | +2.5% |
| 30D | -16.5% | +5.0% | -21.4% | -18.5% |
| 3M | +2.8% | +5.1% | -2.4% | +0.2% |
| 6M | +17.6% | +17.6% | -0.1% | +7.0% |
| YTD | -3.2% | +36.3% | -39.5% | -18.0% |
| 1Y | +0.4% | +71.2% | -70.7% | -23.1% |
| All | +0.4% | +70.7% | -70.3% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling