+101.5%
RIO vs CASY
+220.7%
-119.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +4.0% | -11.3% | +15.3% | +5.0% |
| 3M | +0.1% | -0.6% | +0.8% | -0.4% |
| 6M | +12.7% | +10.7% | +2.0% | +10.5% |
| YTD | +35.6% | +37.1% | -1.6% | +29.8% |
| 1Y | +73.7% | +52.3% | +21.4% | +63.9% |
| All | +101.5% | +220.7% | -119.2% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling