+94.7%
RIO vs COMP
+215.9%
-121.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | +4.0% | -13.3% | +17.3% | +5.0% |
| 3M | +0.1% | +41.1% | -41.0% | -2.8% |
| 6M | +12.7% | +17.2% | -4.5% | +10.0% |
| YTD | +35.6% | +5.2% | +30.4% | +32.7% |
| 1Y | +73.7% | +18.9% | +54.8% | +68.4% |
| All | +94.7% | +215.9% | -121.2% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling