+18,455.8%
COR vs RIO
+3,164.6%
+15,291.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.2% | +0.5% | -1.6% | -1.2% |
| 30D | +7.6% | -9.9% | +17.5% | +9.3% |
| 3M | +5.0% | -14.0% | +19.0% | +7.3% |
| 6M | +35.3% | -19.5% | +54.8% | +39.2% |
| YTD | +4.2% | +11.5% | -7.3% | +1.3% |
| 1Y | -3.4% | +26.9% | -30.4% | -8.1% |
| 3Y | +81.1% | +55.1% | +26.0% | +65.1% |
| 5Y | +195.8% | +90.7% | +105.1% | +156.6% |
| 10Y | +493.6% | +363.3% | +130.2% | +338.9% |
| All | +18,455.8% | +3,164.6% | +15,291.2% | +7,889.9% |
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