+280.6%
CME vs RIO
+605.0%
-324.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.6% | +1.0% | -1.6% | -0.8% |
| 30D | +4.7% | +4.0% | +0.6% | +3.7% |
| 3M | +7.8% | +4.5% | +3.3% | +6.5% |
| 6M | -11.0% | +17.3% | -28.3% | -14.8% |
| YTD | +4.0% | +36.2% | -32.2% | -4.2% |
| 1Y | +9.1% | +76.1% | -67.0% | -5.8% |
| 3Y | +52.3% | +102.5% | -50.3% | +24.4% |
| 5Y | +76.1% | +103.5% | -27.4% | +39.9% |
| 10Y | +280.6% | +619.2% | -338.6% | +107.4% |
| All | +280.6% | +605.0% | -324.4% | +107.4% |
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