+99.6%
RIO vs CAPR
+87.6%
+12.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.2% | +0.6% |
| 7D | +1.9% | -9.5% | +11.4% | +2.0% |
| 30D | +5.0% | +121.5% | -116.6% | +3.7% |
| 3M | +5.1% | -65.4% | +70.5% | +5.7% |
| 6M | +17.6% | -67.5% | +85.2% | +18.3% |
| YTD | +36.3% | -68.6% | +104.9% | +37.0% |
| 1Y | +71.2% | +42.7% | +28.5% | +64.0% |
| 3Y | +102.7% | +43.4% | +59.3% | +82.7% |
| 5Y | +99.6% | +86.0% | +13.5% | +69.7% |
| All | +99.6% | +87.6% | +12.0% | +69.7% |
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