+5,848.2%
OMC vs RIO
+6,008.3%
-160.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | +1.1% | +4.0% | -2.9% | 0.0% |
| 3M | +10.4% | +0.1% | +10.3% | +9.9% |
| 6M | -1.7% | +12.7% | -14.4% | -5.4% |
| YTD | +4.4% | +35.6% | -31.1% | -4.7% |
| 1Y | +8.4% | +73.7% | -65.3% | -7.3% |
| 3Y | +14.4% | +93.3% | -78.9% | -5.8% |
| 5Y | +33.9% | +92.4% | -58.6% | +8.2% |
| 10Y | +34.9% | +606.9% | -572.1% | -23.5% |
| All | +5,848.2% | +6,008.3% | -160.0% | +1,867.4% |
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