+76.1%
RIO vs CAPR
+35.4%
+40.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.1% |
| 7D | +1.0% | -12.6% | +13.6% | +1.1% |
| 30D | +4.0% | +124.4% | -120.4% | +3.3% |
| 3M | +4.5% | -66.8% | +71.3% | +5.0% |
| 6M | +17.3% | -71.8% | +89.1% | +18.0% |
| YTD | +36.2% | -70.1% | +106.2% | +36.8% |
| 1Y | +76.1% | +33.3% | +42.8% | +73.3% |
| All | +76.1% | +35.4% | +40.7% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling