+395.2%
COR vs RIO
+608.6%
-213.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -2.8% | -3.2% | +0.4% | -2.3% |
| 30D | +2.6% | +0.9% | +1.6% | +2.3% |
| 3M | +14.5% | -1.4% | +15.9% | +14.5% |
| 6M | -7.8% | +10.9% | -18.8% | -10.5% |
| YTD | -4.2% | +31.2% | -35.4% | -10.6% |
| 1Y | +7.0% | +67.9% | -60.9% | -5.6% |
| 3Y | +85.5% | +88.8% | -3.3% | +56.1% |
| 5Y | +181.2% | +93.1% | +88.1% | +128.3% |
| All | +395.2% | +608.6% | -213.5% | +168.8% |
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