+303.4%
CME vs RIO
+354.4%
-51.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +3.9% | -0.9% | +4.9% | +4.1% |
| 30D | +11.3% | -9.1% | +20.4% | +13.4% |
| 3M | +19.6% | -13.7% | +33.2% | +22.8% |
| 6M | +8.1% | -24.3% | +32.4% | +13.7% |
| YTD | +20.4% | +8.9% | +11.5% | +15.9% |
| 1Y | +16.5% | +22.7% | -6.2% | +9.0% |
| 3Y | +66.4% | +51.2% | +15.3% | +45.4% |
| 5Y | +74.5% | +88.1% | -13.6% | +39.4% |
| All | +303.4% | +354.4% | -51.0% | +151.3% |
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 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