-86.9%
OPEN vs RIO
+150.3%
-237.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -1.3% |
| 7D | -21.7% | +4.4% | -26.1% | -23.7% |
| 30D | -36.5% | -8.9% | -27.6% | -32.7% |
| 3M | -59.5% | -12.7% | -46.9% | -55.9% |
| 6M | -71.9% | -16.2% | -55.6% | -68.6% |
| YTD | -75.8% | +13.4% | -89.2% | -78.1% |
| 1Y | -78.5% | +30.9% | -109.4% | -82.3% |
| 3Y | -30.2% | +60.2% | -90.4% | -49.3% |
| 5Y | -93.3% | +98.9% | -192.2% | -95.6% |
| All | -86.9% | +150.3% | -237.2% | -92.4% |
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