+23.0%
RIO vs CG
-26.5%
+49.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | -10.5% | +5.7% | -16.2% | -11.6% |
| 3M | -15.9% | -17.9% | +2.0% | -12.1% |
| 6M | -22.3% | -20.2% | -2.1% | -18.4% |
| YTD | +9.3% | -32.0% | +41.3% | +16.1% |
| 1Y | +23.0% | -27.0% | +50.1% | +27.2% |
| All | +23.0% | -26.5% | +49.5% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling