+20.8%
COP vs RIO
+104.4%
-83.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -0.8% | +1.9% | -2.8% | -1.2% |
| 30D | +15.6% | +5.0% | +10.6% | +14.6% |
| 3M | +14.3% | +5.1% | +9.2% | +13.3% |
| 6M | +17.0% | +17.6% | -0.6% | +11.5% |
| YTD | +47.4% | +36.3% | +11.1% | +33.5% |
| 1Y | +52.4% | +71.2% | -18.8% | +27.9% |
| 3Y | +20.8% | +102.7% | -81.9% | -3.9% |
| All | +20.8% | +104.4% | -83.6% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling