-0.8%
COR vs RIO
+21.8%
-22.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +2.9% |
| 7D | +7.8% | -0.9% | +8.8% | +7.7% |
| 30D | +7.0% | -9.1% | +16.1% | +5.1% |
| 3M | +16.3% | -13.7% | +29.9% | +13.3% |
| 6M | +41.3% | -24.3% | +65.6% | +35.5% |
| YTD | +7.1% | +8.9% | -1.7% | +3.6% |
| 1Y | -0.8% | +22.7% | -23.5% | -0.8% |
| All | -0.8% | +21.8% | -22.6% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling