+425.9%
CARR vs RIO
+345.6%
+80.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +0.6% | +1.0% | -0.3% | +0.3% |
| 30D | -8.7% | +4.0% | -12.7% | -10.0% |
| 3M | -18.4% | +4.5% | -22.9% | -19.8% |
| 6M | -0.6% | +17.3% | -17.9% | -6.2% |
| YTD | +10.9% | +36.2% | -25.2% | -0.7% |
| 1Y | -7.3% | +76.1% | -83.4% | -24.1% |
| 3Y | +2.9% | +102.5% | -99.6% | -20.2% |
| 5Y | +9.6% | +103.5% | -93.9% | -16.9% |
| All | +425.9% | +345.6% | +80.3% | +200.9% |
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