+603.1%
RIO vs CAPR
-77.1%
+680.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.2% | +0.6% |
| 7D | +1.9% | -9.5% | +11.4% | +2.1% |
| 30D | +5.0% | +121.5% | -116.6% | +3.2% |
| 3M | +5.1% | -65.4% | +70.5% | +5.8% |
| 6M | +17.6% | -67.5% | +85.2% | +18.4% |
| YTD | +36.3% | -68.6% | +104.9% | +37.2% |
| 1Y | +71.2% | +42.7% | +28.5% | +61.1% |
| 3Y | +102.7% | +43.4% | +59.3% | +84.7% |
| 5Y | +99.6% | +86.0% | +13.5% | +78.4% |
| 10Y | +603.1% | -77.4% | +680.5% | +535.2% |
| All | +603.1% | -77.1% | +680.2% | +535.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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