+43.1%
COF vs RIO
+91.0%
-47.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -5.1% | -3.2% | -1.9% | -4.1% |
| 30D | -6.0% | +0.9% | -6.9% | -6.5% |
| 3M | +14.8% | -1.4% | +16.3% | +15.0% |
| 6M | +15.3% | +10.9% | +4.4% | +9.9% |
| YTD | -13.0% | +31.2% | -44.3% | -22.7% |
| 1Y | -5.7% | +67.9% | -73.6% | -24.0% |
| 3Y | +118.1% | +88.8% | +29.3% | +64.6% |
| All | +43.1% | +91.0% | -47.9% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling