+116.9%
COF vs RIO
+87.1%
+29.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.5% |
| 7D | -6.1% | -3.4% | -2.7% | -5.1% |
| 30D | -5.2% | +0.6% | -5.7% | -5.4% |
| 3M | +17.0% | +2.5% | +14.5% | +15.7% |
| 6M | +12.9% | +10.8% | +2.1% | +8.0% |
| YTD | -13.5% | +30.5% | -44.0% | -22.4% |
| 1Y | -5.9% | +68.1% | -74.0% | -23.4% |
| All | +116.9% | +87.1% | +29.8% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling