+62.4%
RIO vs COMP
-52.0%
+114.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.7% | -10.1% | -0.1% |
| 7D | +2.2% | +13.4% | -11.2% | +1.2% |
| 30D | -10.1% | +11.1% | -21.2% | -11.0% |
| 3M | -14.1% | -18.8% | +4.7% | -13.0% |
| 6M | -18.9% | +10.5% | -29.4% | -20.0% |
| YTD | +9.9% | -3.4% | +13.3% | +8.5% |
| 1Y | +27.0% | +19.7% | +7.3% | +23.4% |
| 3Y | +50.1% | +381.6% | -331.5% | +27.0% |
| 5Y | +95.3% | -17.6% | +112.9% | +66.6% |
| All | +62.4% | -52.0% | +114.3% | +38.7% |
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 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