+336.7%
COP vs RIO
+354.4%
-17.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +4.4% | -0.9% | +5.3% | +4.8% |
| 30D | 0.0% | -9.1% | +9.1% | +4.6% |
| 3M | +15.0% | -13.7% | +28.7% | +23.1% |
| 6M | +22.0% | -24.3% | +46.3% | +38.4% |
| YTD | +55.3% | +8.9% | +46.5% | +40.0% |
| 1Y | +64.1% | +22.7% | +41.5% | +37.7% |
| 3Y | +34.1% | +51.2% | -17.1% | -4.0% |
| 5Y | +133.4% | +88.1% | +45.3% | +39.2% |
| All | +336.7% | +354.4% | -17.7% | +77.9% |
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