+39.4%
CSCO vs RIO
+26.4%
+13.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -4.7% | +3.6% | -8.3% | -5.5% |
| 30D | -17.1% | -10.8% | -6.3% | -14.6% |
| 3M | -19.6% | -15.2% | -4.4% | -16.2% |
| 6M | +2.4% | -18.0% | +20.4% | +6.7% |
| YTD | +29.8% | +11.0% | +18.8% | +28.3% |
| All | +39.4% | +26.4% | +13.0% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling