+150.3%
CI vs RIO
+353.3%
-203.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +3.1% |
| 7D | +2.6% | +3.6% | -1.0% | +1.7% |
| 30D | +7.3% | -10.8% | +18.1% | +10.3% |
| 3M | +9.5% | -15.2% | +24.7% | +13.7% |
| 6M | +6.4% | -18.0% | +24.4% | +11.0% |
| YTD | +12.0% | +11.0% | +1.0% | +6.7% |
| 1Y | +20.1% | +26.4% | -6.3% | +10.3% |
| 3Y | +9.6% | +54.4% | -44.8% | -7.2% |
| 5Y | +52.7% | +98.1% | -45.4% | +13.5% |
| 10Y | +150.3% | +358.5% | -208.3% | +43.7% |
| All | +150.3% | +353.3% | -203.1% | +43.7% |
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