+303.7%
RIO vs CG
+300.6%
+3.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | +3.6% | +2.0% | +1.6% | +2.9% |
| 30D | -10.8% | +8.5% | -19.3% | -13.4% |
| 3M | -15.2% | -12.1% | -3.1% | -12.2% |
| 6M | -18.0% | -16.4% | -1.6% | -14.0% |
| YTD | +11.0% | -28.0% | +38.9% | +21.1% |
| 1Y | +26.4% | -18.9% | +45.2% | +32.4% |
| 3Y | +54.4% | +51.2% | +3.1% | +23.3% |
| 5Y | +98.1% | -15.9% | +113.9% | +86.5% |
| 10Y | +358.5% | +305.9% | +52.6% | +123.6% |
| All | +303.7% | +300.6% | +3.2% | +85.4% |
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