+9,132.8%
CI vs RIO
+4,852.5%
+4,280.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | +5.4% | -10.1% | +15.5% | +8.0% |
| 3M | +7.3% | -14.1% | +21.4% | +10.8% |
| 6M | +5.3% | -18.9% | +24.2% | +9.8% |
| YTD | +8.5% | +9.9% | -1.4% | +4.5% |
| 1Y | +17.1% | +27.0% | -9.9% | +8.9% |
| 3Y | +1.4% | +50.1% | -48.7% | -10.9% |
| 5Y | +50.5% | +95.3% | -44.8% | +20.7% |
| 10Y | +168.5% | +425.9% | -257.4% | +65.5% |
| All | +9,132.8% | +4,852.5% | +4,280.3% | +3,065.5% |
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