+977.4%
C vs RIO
+6,008.3%
-5,030.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +3.6% | 0.0% | +3.7% | +3.6% |
| 30D | +0.1% | +4.0% | -3.9% | -1.8% |
| 3M | +2.4% | +0.1% | +2.3% | +1.8% |
| 6M | +24.9% | +12.7% | +12.2% | +17.3% |
| YTD | +19.8% | +35.6% | -15.8% | +3.1% |
| 1Y | +44.9% | +73.7% | -28.8% | +11.5% |
| 3Y | +263.0% | +93.3% | +169.7% | +161.8% |
| 5Y | +129.5% | +92.4% | +37.1% | +60.6% |
| 10Y | +291.6% | +606.9% | -315.3% | +54.2% |
| All | +977.4% | +6,008.3% | -5,030.9% | +101.9% |
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