+238.8%
RCL vs RIO
+97.3%
+141.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -0.5% | +1.9% | -2.4% | -1.3% |
| 30D | -17.3% | +5.0% | -22.3% | -19.2% |
| 3M | -2.8% | +5.1% | -7.9% | -5.2% |
| 6M | -4.4% | +17.6% | -22.0% | -11.5% |
| YTD | -4.2% | +36.3% | -40.5% | -17.4% |
| 1Y | -23.4% | +71.2% | -94.6% | -40.6% |
| 3Y | +179.4% | +102.7% | +76.7% | +93.8% |
| 5Y | +238.8% | +99.6% | +139.2% | +129.4% |
| All | +238.8% | +97.3% | +141.5% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling