+6,781.2%
CME vs RIO
+1,920.2%
+4,861.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | +6.2% | +4.0% | +2.3% | +4.9% |
| 3M | +10.4% | +0.1% | +10.3% | +9.9% |
| 6M | -9.5% | +12.7% | -22.2% | -13.6% |
| YTD | +6.0% | +35.6% | -29.5% | -4.5% |
| 1Y | +9.3% | +73.7% | -64.4% | -8.8% |
| 3Y | +57.7% | +93.3% | -35.6% | +24.7% |
| 5Y | +77.7% | +92.4% | -14.7% | +36.7% |
| 10Y | +281.2% | +606.9% | -325.7% | +86.1% |
| All | +6,781.2% | +1,920.2% | +4,861.0% | +2,019.2% |
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