+1,500.5%
CIEN vs RIO
+608.6%
+891.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.2% |
| 7D | +8.9% | -3.2% | +12.1% | +10.4% |
| 30D | -19.1% | +0.9% | -20.0% | -19.5% |
| 3M | -21.5% | -1.4% | -20.1% | -21.2% |
| 6M | +2.8% | +10.9% | -8.1% | -1.1% |
| YTD | +49.5% | +31.2% | +18.2% | +34.8% |
| 1Y | +163.8% | +67.9% | +95.9% | +116.8% |
| 3Y | +615.8% | +88.8% | +527.0% | +450.5% |
| 5Y | +548.4% | +93.1% | +455.3% | +380.6% |
| All | +1,500.5% | +608.6% | +891.8% | +587.9% |
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 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