+17,451.9%
COR vs RIO
+3,867.7%
+13,584.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +4.5% | +4.0% | +0.6% | +3.9% |
| 3M | +22.7% | +0.1% | +22.5% | +22.3% |
| 6M | -9.7% | +12.7% | -22.4% | -12.0% |
| YTD | -1.4% | +35.6% | -37.0% | -6.9% |
| 1Y | +13.9% | +73.7% | -59.8% | +3.3% |
| 3Y | +94.0% | +93.3% | +0.7% | +70.9% |
| 5Y | +184.0% | +92.4% | +91.6% | +146.6% |
| 10Y | +406.8% | +606.9% | -200.2% | +252.2% |
| All | +17,451.9% | +3,867.7% | +13,584.2% | +7,244.8% |
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 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