+90.0%
RIO vs CAPR
+142.6%
-52.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.6% |
| 7D | +2.2% | +41.1% | -38.8% | +1.8% |
| 30D | -10.1% | +11.1% | -21.2% | -10.3% |
| 3M | -14.1% | +115.3% | -129.4% | -15.2% |
| 6M | -18.9% | -73.8% | +54.9% | -18.2% |
| YTD | +9.9% | -68.8% | +78.7% | +10.4% |
| 1Y | +27.0% | +43.3% | -16.3% | +21.7% |
| 3Y | +50.1% | +214.7% | -164.6% | +31.2% |
| All | +90.0% | +142.6% | -52.6% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling