+6,084.9%
RIO vs CHD
+9,656.6%
-3,571.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | 0.0% | -2.7% | +2.6% | +0.6% |
| 30D | +4.0% | -4.6% | +8.6% | +5.0% |
| 3M | +0.1% | +5.0% | -4.9% | -1.3% |
| 6M | +12.7% | -3.2% | +15.9% | +13.2% |
| YTD | +35.6% | +18.6% | +16.9% | +29.7% |
| 1Y | +73.7% | +4.8% | +68.9% | +70.5% |
| 3Y | +93.3% | +6.1% | +87.2% | +87.2% |
| 5Y | +92.4% | +24.0% | +68.5% | +77.2% |
| 10Y | +606.9% | +124.5% | +482.5% | +445.8% |
| All | +6,084.9% | +9,656.6% | -3,571.7% | +2,672.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling