+443.8%
RIO vs CAPR
-99.0%
+542.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.3% | +3.0% |
| 7D | +4.4% | +36.0% | -31.6% | +4.0% |
| 30D | -8.9% | +25.8% | -34.7% | -9.2% |
| 3M | -12.7% | +140.8% | -153.5% | -14.1% |
| 6M | -16.2% | -67.6% | +51.4% | -15.8% |
| YTD | +13.4% | -65.9% | +79.3% | +13.7% |
| 1Y | +30.9% | +66.1% | -35.2% | +24.3% |
| 3Y | +60.2% | +256.9% | -196.7% | +47.3% |
| 5Y | +98.9% | +172.1% | -73.2% | +82.0% |
| 10Y | +381.4% | -64.7% | +446.1% | +323.6% |
| All | +443.8% | -99.0% | +542.8% | +364.1% |
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