+409.0%
CSX vs RIO
+353.3%
+55.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.0% |
| 7D | +0.7% | +3.6% | -2.9% | -0.6% |
| 30D | +8.1% | -10.8% | +18.9% | +12.5% |
| 3M | +2.2% | -15.2% | +17.4% | +8.2% |
| 6M | +14.6% | -18.0% | +32.6% | +22.1% |
| YTD | +42.2% | +11.0% | +31.2% | +33.9% |
| 1Y | +47.3% | +26.4% | +21.0% | +31.8% |
| 3Y | +73.5% | +54.4% | +19.2% | +40.2% |
| 5Y | +54.1% | +98.1% | -44.0% | +6.4% |
| 10Y | +409.0% | +358.5% | +50.4% | +139.9% |
| All | +409.0% | +353.3% | +55.6% | +139.9% |
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