+318.0%
COP vs RIO
+362.4%
-44.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.9% |
| 7D | -6.1% | +3.6% | -9.7% | -8.0% |
| 30D | +1.1% | -10.8% | +11.9% | +6.8% |
| 3M | +10.9% | -15.2% | +26.2% | +20.0% |
| 6M | +20.8% | -18.0% | +38.8% | +31.1% |
| YTD | +48.0% | +11.0% | +37.1% | +32.2% |
| 1Y | +58.5% | +26.4% | +32.2% | +30.9% |
| 3Y | +28.1% | +54.4% | -26.2% | -9.2% |
| 5Y | +120.5% | +98.1% | +22.4% | +27.3% |
| All | +318.0% | +362.4% | -44.4% | +68.9% |
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