+606.1%
COST vs RIO
+608.6%
-2.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.2% | -3.2% | +2.0% | -0.7% |
| 30D | -4.7% | +0.9% | -5.6% | -4.9% |
| 3M | -7.1% | -1.4% | -5.7% | -7.1% |
| 6M | -8.5% | +10.9% | -19.5% | -10.6% |
| YTD | +5.4% | +31.2% | -25.8% | -0.2% |
| 1Y | -5.6% | +67.9% | -73.5% | -14.4% |
| 3Y | +68.5% | +88.8% | -20.3% | +48.0% |
| 5Y | +105.2% | +93.1% | +12.1% | +76.9% |
| All | +606.1% | +608.6% | -2.6% | +394.1% |
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