+584.5%
RIO vs CHD
+126.1%
+458.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -3.2% | -4.5% | +1.3% | -2.6% |
| 30D | +0.9% | -6.7% | +7.6% | +1.8% |
| 3M | -1.4% | -2.7% | +1.3% | -1.2% |
| 6M | +10.9% | -4.9% | +15.9% | +11.5% |
| YTD | +31.2% | +13.3% | +17.9% | +28.7% |
| 1Y | +67.9% | +1.0% | +66.9% | +67.2% |
| 3Y | +88.8% | +1.3% | +87.5% | +86.6% |
| 5Y | +93.1% | +20.8% | +72.3% | +82.5% |
| All | +584.5% | +126.1% | +458.4% | +502.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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