+1,325.8%
CRWD vs RIO
+194.2%
+1,131.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -3.0% | -3.2% | +0.2% | -1.9% |
| 30D | -6.8% | +0.9% | -7.7% | -7.4% |
| 3M | +19.6% | -1.4% | +21.0% | +19.6% |
| 6M | +87.1% | +10.9% | +76.1% | +78.8% |
| YTD | +76.4% | +31.2% | +45.2% | +58.0% |
| 1Y | +90.8% | +67.9% | +22.9% | +56.0% |
| 3Y | +380.0% | +88.8% | +291.2% | +268.3% |
| 5Y | +215.6% | +93.1% | +122.5% | +135.2% |
| All | +1,325.8% | +194.2% | +1,131.6% | +752.2% |
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