+345.8%
RIO vs CAPR
-65.7%
+411.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.3% |
| 7D | -0.9% | +5.9% | -6.8% | -1.1% |
| 30D | -9.1% | +44.6% | -53.7% | -9.8% |
| 3M | -13.7% | +126.4% | -140.0% | -15.3% |
| 6M | -24.3% | -68.6% | +44.2% | -23.9% |
| YTD | +8.9% | -67.0% | +75.9% | +9.3% |
| 1Y | +22.7% | +65.2% | -42.5% | +15.2% |
| 3Y | +51.2% | +235.6% | -184.4% | +35.4% |
| 5Y | +88.1% | +175.4% | -87.3% | +66.9% |
| All | +345.8% | -65.7% | +411.5% | +276.3% |
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