+381.4%
RIO vs CASY
+551.3%
-169.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | +4.4% | +3.6% | +0.8% | +3.6% |
| 30D | -8.9% | +7.2% | -16.1% | -10.4% |
| 3M | -12.7% | -16.9% | +4.3% | -9.4% |
| 6M | -16.2% | -19.3% | +3.1% | -13.2% |
| YTD | +13.4% | +25.6% | -12.2% | +4.3% |
| 1Y | +30.9% | +30.2% | +0.8% | +19.0% |
| 3Y | +60.2% | +154.9% | -94.7% | +17.1% |
| 5Y | +98.9% | +252.1% | -153.2% | +28.3% |
| 10Y | +381.4% | +535.8% | -154.4% | +162.1% |
| All | +381.4% | +551.3% | -169.9% | +162.1% |
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