+13,089.4%
COST vs RIO
+6,041.4%
+7,048.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -3.2% | +1.9% | -5.1% | -3.5% |
| 30D | -4.0% | +5.0% | -8.9% | -4.8% |
| 3M | -6.5% | +5.1% | -11.6% | -7.5% |
| 6M | -8.5% | +17.6% | -26.2% | -11.5% |
| YTD | +6.0% | +36.3% | -30.3% | -0.2% |
| 1Y | -5.8% | +71.2% | -77.0% | -14.8% |
| 3Y | +71.8% | +102.7% | -30.9% | +49.8% |
| 5Y | +106.2% | +99.6% | +6.7% | +77.5% |
| 10Y | +602.0% | +603.1% | -1.1% | +372.4% |
| All | +13,089.4% | +6,041.4% | +7,048.0% | +4,480.5% |
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