+108.5%
CSCO vs RIO
+104.4%
+4.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -0.5% | +1.9% | -2.5% | -1.0% |
| 30D | -10.1% | +5.0% | -15.1% | -11.1% |
| 3M | -11.7% | +5.1% | -16.9% | -12.8% |
| 6M | +40.1% | +17.6% | +22.5% | +34.1% |
| YTD | +43.8% | +36.3% | +7.5% | +32.8% |
| 1Y | +66.6% | +71.2% | -4.6% | +45.5% |
| 3Y | +108.5% | +102.7% | +5.8% | +68.7% |
| All | +108.5% | +104.4% | +4.1% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling