+4,310.9%
COP vs RIO
+6,008.3%
-1,697.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | +4.0% | +13.5% | +15.7% |
| 3M | +13.4% | +0.1% | +13.2% | +12.6% |
| 6M | +17.7% | +12.7% | +5.0% | +10.7% |
| YTD | +46.6% | +35.6% | +11.0% | +28.3% |
| 1Y | +44.6% | +73.7% | -29.1% | +15.2% |
| 3Y | +20.7% | +93.3% | -72.6% | -8.9% |
| 5Y | +185.0% | +92.4% | +92.6% | +113.0% |
| 10Y | +347.0% | +606.9% | -260.0% | +115.4% |
| All | +4,310.9% | +6,008.3% | -1,697.4% | +1,294.9% |
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 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