+122,048.0%
COHR vs RIO
+5,812.5%
+116,235.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +8.3% | -3.2% | +11.5% | +9.6% |
| 30D | -14.1% | +0.9% | -15.1% | -14.4% |
| 3M | -16.0% | -1.4% | -14.6% | -15.3% |
| 6M | +21.5% | +10.9% | +10.5% | +18.3% |
| YTD | +65.4% | +31.2% | +34.2% | +52.5% |
| 1Y | +195.0% | +67.9% | +127.1% | +150.8% |
| 3Y | +830.2% | +88.8% | +741.4% | +664.0% |
| 5Y | +397.1% | +93.1% | +304.0% | +301.5% |
| 10Y | +1,317.7% | +593.0% | +724.7% | +688.1% |
| All | +122,048.0% | +5,812.5% | +116,235.5% | +54,728.4% |
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