+11.4%
WBD vs RIO
+608.6%
-597.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | -0.7% | -3.2% | +2.5% | +0.4% |
| 30D | +1.4% | +0.9% | +0.5% | +0.9% |
| 3M | +4.4% | -1.4% | +5.8% | +4.4% |
| 6M | +0.8% | +10.9% | -10.1% | -4.3% |
| YTD | -2.7% | +31.2% | -33.9% | -14.2% |
| 1Y | +73.4% | +67.9% | +5.5% | +38.1% |
| 3Y | +142.1% | +88.8% | +53.3% | +83.5% |
| 5Y | +7.2% | +93.1% | -85.9% | -21.0% |
| All | +11.4% | +608.6% | -597.3% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling