+1,146.8%
CIEN vs RIO
+354.4%
+792.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | +15.3% | -0.9% | +16.2% | +15.9% |
| 30D | -22.0% | -9.1% | -12.9% | -18.5% |
| 3M | -36.6% | -13.7% | -23.0% | -32.3% |
| 6M | -51.5% | -24.3% | -27.1% | -45.1% |
| YTD | +20.0% | +8.9% | +11.1% | +17.7% |
| 1Y | +44.5% | +22.7% | +21.8% | +35.4% |
| 3Y | +539.0% | +51.2% | +487.9% | +442.4% |
| 5Y | +356.8% | +88.1% | +268.7% | +246.0% |
| All | +1,146.8% | +354.4% | +792.4% | +545.6% |
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