+64.8%
RIO vs COMP
-51.7%
+116.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.3% |
| 7D | +0.5% | +2.2% | -1.7% | +0.2% |
| 30D | -9.9% | +16.3% | -26.2% | -11.1% |
| 3M | -14.0% | -19.1% | +5.1% | -12.9% |
| 6M | -19.5% | +17.1% | -36.6% | -21.0% |
| YTD | +11.5% | -2.9% | +14.5% | +10.1% |
| 1Y | +26.9% | +8.8% | +18.1% | +24.2% |
| 3Y | +55.1% | +423.5% | -368.3% | +30.4% |
| 5Y | +90.7% | -10.5% | +101.1% | +62.5% |
| All | +64.8% | -51.7% | +116.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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