+112.3%
UAL vs RIO
+94.1%
+18.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.7% |
| 7D | +8.2% | +2.2% | +5.9% | +7.1% |
| 30D | +2.3% | -10.1% | +12.5% | +7.8% |
| 3M | -12.7% | -14.1% | +1.4% | -6.2% |
| 6M | +12.7% | -18.9% | +31.6% | +24.0% |
| YTD | +0.8% | +9.9% | -9.1% | -4.8% |
| 1Y | +17.8% | +27.0% | -9.2% | +3.7% |
| 3Y | +206.7% | +50.1% | +156.6% | +144.8% |
| All | +112.3% | +94.1% | +18.2% | +40.4% |
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 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