+95.9%
RIO vs CHD
+1.8%
+94.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +1.0% | -4.2% | +5.1% | +1.0% |
| 30D | +4.0% | -7.6% | +11.6% | +4.1% |
| 3M | +4.5% | -1.6% | +6.1% | +4.6% |
| 6M | +17.3% | -6.3% | +23.7% | +17.3% |
| YTD | +36.2% | +14.6% | +21.6% | +36.3% |
| 1Y | +76.1% | +1.6% | +74.6% | +76.6% |
| All | +95.9% | +1.8% | +94.1% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling