+377.3%
CSCO vs RIO
+605.0%
-227.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | -10.7% | +4.0% | -14.8% | -11.8% |
| 3M | -8.7% | +4.5% | -13.3% | -10.2% |
| 6M | +44.9% | +17.3% | +27.6% | +36.7% |
| YTD | +44.1% | +36.2% | +8.0% | +29.2% |
| 1Y | +65.9% | +76.1% | -10.3% | +36.4% |
| 3Y | +109.0% | +102.5% | +6.5% | +61.2% |
| 5Y | +114.8% | +103.5% | +11.2% | +59.2% |
| 10Y | +377.3% | +619.2% | -241.8% | +129.7% |
| All | +377.3% | +605.0% | -227.6% | +129.7% |
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