+255.6%
UAL vs RIO
+483.8%
-228.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.8% |
| 7D | +8.2% | +2.2% | +5.9% | +7.4% |
| 30D | +2.3% | -10.1% | +12.5% | +6.3% |
| 3M | -12.7% | -14.1% | +1.4% | -8.0% |
| 6M | +12.7% | -18.9% | +31.6% | +20.8% |
| YTD | +0.8% | +9.9% | -9.1% | -3.0% |
| 1Y | +17.8% | +27.0% | -9.2% | +7.8% |
| 3Y | +206.7% | +50.1% | +156.6% | +163.8% |
| 5Y | +113.9% | +95.3% | +18.6% | +65.5% |
| 10Y | +97.0% | +425.9% | -328.9% | +14.3% |
| All | +255.6% | +483.8% | -228.2% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling