+5,893.7%
RCL vs RIO
+4,197.7%
+1,696.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.8% |
| 7D | +8.5% | +3.6% | +4.9% | +6.9% |
| 30D | +20.4% | -10.8% | +31.2% | +26.7% |
| 3M | +11.0% | -15.2% | +26.2% | +19.2% |
| 6M | +24.9% | -18.0% | +42.9% | +35.5% |
| YTD | +23.9% | +11.0% | +12.9% | +16.7% |
| 1Y | +30.8% | +26.4% | +4.5% | +16.3% |
| 3Y | +270.4% | +54.4% | +216.0% | +194.3% |
| 5Y | +296.1% | +98.1% | +198.0% | +176.4% |
| 10Y | +375.0% | +358.5% | +16.5% | +132.7% |
| All | +5,893.7% | +4,197.7% | +1,696.0% | +1,031.4% |
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