-89.0%
OPEN vs RIO
+140.3%
-229.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -15.0% | -0.9% | -14.1% | -14.3% |
| 30D | -40.2% | -9.1% | -31.1% | -36.4% |
| 3M | -67.4% | -13.7% | -53.7% | -64.1% |
| 6M | -74.0% | -24.3% | -49.7% | -69.0% |
| YTD | -79.6% | +8.9% | -88.5% | -81.0% |
| 1Y | -86.1% | +22.7% | -108.8% | -88.1% |
| 3Y | -41.4% | +51.2% | -92.6% | -55.8% |
| 5Y | -94.9% | +88.1% | -183.0% | -96.5% |
| All | -89.0% | +140.3% | -229.3% | -93.4% |
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 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