+7,663.4%
CME vs RIO
+1,562.2%
+6,101.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +13.9% | -9.9% | +23.8% | +17.1% |
| 3M | +22.4% | -14.0% | +36.4% | +27.2% |
| 6M | +12.9% | -19.5% | +32.4% | +18.9% |
| YTD | +19.6% | +11.5% | +8.1% | +13.5% |
| 1Y | +17.7% | +26.9% | -9.3% | +7.4% |
| 3Y | +65.3% | +55.1% | +10.2% | +39.1% |
| 5Y | +75.1% | +90.7% | -15.5% | +34.5% |
| 10Y | +305.8% | +363.3% | -57.6% | +124.4% |
| All | +7,663.4% | +1,562.2% | +6,101.2% | +2,419.3% |
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 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