+116.5%
UAL vs RIO
+90.3%
+26.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -3.0% | -0.9% | -2.1% | -2.5% |
| 30D | +10.5% | -9.1% | +19.6% | +15.8% |
| 3M | -13.5% | -13.7% | +0.2% | -7.1% |
| 6M | +14.2% | -24.3% | +38.6% | +30.5% |
| YTD | -2.2% | +8.9% | -11.1% | -7.2% |
| 1Y | +12.5% | +22.7% | -10.2% | +0.7% |
| 3Y | +186.8% | +51.2% | +135.7% | +128.3% |
| All | +116.5% | +90.3% | +26.3% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling