+393.1%
RIO vs CG
+351.2%
+42.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | 0.0% | -4.3% | +4.3% | +1.4% |
| 30D | +4.0% | -5.1% | +9.1% | +5.5% |
| 3M | +0.1% | +8.7% | -8.5% | -3.1% |
| 6M | +12.7% | -9.2% | +21.9% | +15.3% |
| YTD | +35.6% | -18.9% | +54.4% | +42.9% |
| 1Y | +73.7% | -25.6% | +99.3% | +87.5% |
| 3Y | +93.3% | +57.3% | +36.0% | +53.3% |
| 5Y | +92.4% | +10.2% | +82.3% | +64.7% |
| 10Y | +606.9% | +364.2% | +242.7% | +230.7% |
| All | +393.1% | +351.2% | +42.0% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling