+8,735.6%
CI vs RIO
+6,008.3%
+2,727.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +4.4% | +4.0% | +0.5% | +3.4% |
| 3M | +0.7% | +0.1% | +0.5% | +0.2% |
| 6M | +0.3% | +12.7% | -12.4% | -3.3% |
| YTD | +3.8% | +35.6% | -31.7% | -4.6% |
| 1Y | -5.5% | +73.7% | -79.2% | -18.4% |
| 3Y | +8.1% | +93.3% | -85.2% | -10.5% |
| 5Y | +42.8% | +92.4% | -49.6% | +15.4% |
| 10Y | +143.9% | +606.9% | -463.1% | +40.3% |
| All | +8,735.6% | +6,008.3% | +2,727.3% | +2,789.3% |
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