+603.1%
RIO vs CASY
+549.1%
+54.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | +1.9% | -4.4% | +6.3% | +3.0% |
| 30D | +5.0% | -12.0% | +17.0% | +8.0% |
| 3M | +5.1% | -2.3% | +7.5% | +4.3% |
| 6M | +17.6% | +10.5% | +7.1% | +12.8% |
| YTD | +36.3% | +33.0% | +3.3% | +24.3% |
| 1Y | +71.2% | +41.1% | +30.0% | +53.1% |
| 3Y | +102.7% | +207.5% | -104.8% | +40.6% |
| 5Y | +99.6% | +290.7% | -191.1% | +25.4% |
| 10Y | +603.1% | +556.5% | +46.6% | +272.6% |
| All | +603.1% | +549.1% | +54.0% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling