+340.2%
COP vs RIO
+605.0%
-264.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | +1.0% | -1.5% | -1.0% |
| 30D | +11.7% | +4.0% | +7.7% | +9.2% |
| 3M | +17.7% | +4.5% | +13.1% | +13.8% |
| 6M | +18.3% | +17.3% | +1.0% | +5.1% |
| YTD | +49.1% | +36.2% | +12.9% | +20.4% |
| 1Y | +53.3% | +76.1% | -22.8% | +6.0% |
| 3Y | +22.2% | +102.5% | -80.4% | -25.2% |
| 5Y | +193.3% | +103.5% | +89.8% | +72.1% |
| 10Y | +340.2% | +619.2% | -278.9% | +29.9% |
| All | +340.2% | +605.0% | -264.7% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling