+296.4%
WBD vs RIO
+1,084.1%
-787.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.7% | +1.9% | -2.6% | -1.3% |
| 30D | +5.0% | +5.0% | 0.0% | +3.4% |
| 3M | +6.2% | +5.1% | +1.1% | +4.2% |
| 6M | +0.6% | +17.6% | -17.0% | -5.1% |
| YTD | -2.4% | +36.3% | -38.7% | -12.6% |
| 1Y | +127.7% | +71.2% | +56.5% | +89.7% |
| 3Y | +148.4% | +102.7% | +45.7% | +96.4% |
| 5Y | +4.2% | +99.6% | -95.4% | -18.8% |
| 10Y | +10.8% | +603.1% | -592.3% | -42.7% |
| All | +296.4% | +1,084.1% | -787.8% | +48.2% |
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 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