+5,625.4%
COF vs RIO
+3,710.7%
+1,914.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -2.7% | +1.0% | -3.6% | -3.0% |
| 30D | -3.4% | +4.0% | -7.4% | -5.1% |
| 3M | +15.4% | +4.5% | +10.9% | +12.8% |
| 6M | +14.4% | +17.3% | -2.9% | +5.8% |
| YTD | -12.0% | +36.2% | -48.2% | -23.9% |
| 1Y | -3.7% | +76.1% | -79.9% | -25.5% |
| 3Y | +121.1% | +102.5% | +18.5% | +58.9% |
| 5Y | +47.8% | +103.5% | -55.7% | +3.0% |
| 10Y | +250.3% | +619.2% | -368.9% | +44.0% |
| All | +5,625.4% | +3,710.7% | +1,914.7% | +944.4% |
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 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