+421.5%
CARR vs RIO
+329.4%
+92.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | -3.8% | -3.2% | -0.6% | -2.7% |
| 30D | -8.9% | +0.9% | -9.8% | -9.3% |
| 3M | -17.3% | -1.4% | -15.9% | -17.2% |
| 6M | -1.4% | +10.9% | -12.3% | -5.2% |
| YTD | +10.0% | +31.2% | -21.2% | -0.3% |
| 1Y | -6.4% | +67.9% | -74.3% | -22.1% |
| 3Y | +1.5% | +88.8% | -87.2% | -19.4% |
| 5Y | +9.3% | +93.1% | -83.8% | -15.7% |
| All | +421.5% | +329.4% | +92.1% | +202.1% |
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