-23.5%
RCL vs RIO
+71.3%
-94.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -2.2% | +1.0% | -3.2% | -2.6% |
| 30D | -15.7% | +4.0% | -19.7% | -17.1% |
| 3M | -8.0% | +4.5% | -12.5% | -9.6% |
| 6M | -10.1% | +17.3% | -27.5% | -16.2% |
| YTD | -5.9% | +36.2% | -42.1% | -16.1% |
| 1Y | -23.5% | +76.1% | -99.6% | -35.0% |
| All | -23.5% | +71.3% | -94.8% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling