+550.0%
RIO vs CAPR
-99.1%
+649.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | +4.0% | +139.2% | -135.2% | +2.4% |
| 3M | +0.1% | -66.4% | +66.5% | +0.7% |
| 6M | +12.7% | -63.1% | +75.9% | +13.1% |
| YTD | +35.6% | -67.4% | +103.0% | +36.2% |
| 1Y | +73.7% | +58.2% | +15.4% | +65.0% |
| 3Y | +93.3% | +42.2% | +51.1% | +80.2% |
| 5Y | +92.4% | +87.3% | +5.2% | +77.2% |
| 10Y | +606.9% | -75.3% | +682.2% | +524.9% |
| All | +550.0% | -99.1% | +649.1% | +455.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling