+164,190.4%
CSCO vs RIO
+4,806.4%
+159,384.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | -15.8% | -9.1% | -6.7% | -13.5% |
| 3M | -15.4% | -13.7% | -1.7% | -11.9% |
| 6M | -5.4% | -24.3% | +18.9% | +1.9% |
| YTD | +26.5% | +8.9% | +17.6% | +22.4% |
| 1Y | +25.9% | +22.7% | +3.2% | +17.8% |
| 3Y | +97.5% | +51.2% | +46.4% | +72.0% |
| 5Y | +93.0% | +88.1% | +4.9% | +53.9% |
| 10Y | +308.6% | +352.3% | -43.7% | +146.6% |
| All | +164,190.4% | +4,806.4% | +159,384.0% | +42,357.5% |
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