+347.6%
RIO vs CG
+274.5%
+73.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.7% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | -10.5% | +5.7% | -16.2% | -12.3% |
| 3M | -15.9% | -17.9% | +2.0% | -11.2% |
| 6M | -22.3% | -20.2% | -2.1% | -17.5% |
| YTD | +9.3% | -32.0% | +41.3% | +20.8% |
| 1Y | +23.0% | -27.0% | +50.1% | +32.9% |
| 3Y | +52.1% | +42.8% | +9.3% | +24.5% |
| 5Y | +88.9% | -23.4% | +112.3% | +84.2% |
| All | +347.6% | +274.5% | +73.1% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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