+90.0%
RIO vs COMP
-17.6%
+107.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.7% | -10.1% | -0.2% |
| 7D | +2.2% | +13.4% | -11.2% | +1.2% |
| 30D | -10.1% | +11.1% | -21.2% | -11.1% |
| 3M | -14.1% | -18.8% | +4.7% | -13.0% |
| 6M | -18.9% | +10.5% | -29.4% | -20.1% |
| YTD | +9.9% | -3.4% | +13.3% | +8.5% |
| 1Y | +27.0% | +19.7% | +7.3% | +23.3% |
| 3Y | +50.1% | +381.6% | -331.5% | +25.8% |
| All | +90.0% | -17.6% | +107.6% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling