+279.7%
UAL vs RIO
+502.4%
-222.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +5.7% |
| 7D | +10.2% | +4.4% | +5.8% | +8.7% |
| 30D | +12.0% | -8.9% | +20.9% | +15.8% |
| 3M | -7.1% | -12.7% | +5.6% | -2.7% |
| 6M | +20.9% | -16.2% | +37.1% | +28.2% |
| YTD | +7.7% | +13.4% | -5.7% | +2.5% |
| 1Y | +23.6% | +30.9% | -7.3% | +12.0% |
| 3Y | +222.6% | +60.2% | +162.4% | +171.5% |
| 5Y | +127.9% | +98.9% | +29.0% | +75.3% |
| 10Y | +100.2% | +381.4% | -281.2% | +18.8% |
| All | +279.7% | +502.4% | -222.6% | +61.0% |
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