+100.3%
RIO vs COMP
-47.7%
+147.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| YTD | +35.6% | +5.2% | +30.4% | +33.3% |
| 1Y | +73.7% | +18.9% | +54.8% | +68.8% |
| 3Y | +93.3% | +215.9% | -122.6% | +69.0% |
| 5Y | +92.4% | -31.2% | +123.6% | +63.9% |
| All | +100.3% | -47.7% | +147.9% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling