+584.5%
RIO vs COO
+17.0%
+567.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -3.2% | -22.5% | +19.3% | +4.3% |
| 30D | +0.9% | -29.7% | +30.7% | +12.0% |
| 3M | -1.4% | -20.1% | +18.7% | +4.8% |
| 6M | +10.9% | -26.9% | +37.8% | +21.0% |
| YTD | +31.2% | -34.2% | +65.4% | +47.8% |
| 1Y | +67.9% | -21.3% | +89.2% | +77.5% |
| 3Y | +88.8% | -38.7% | +127.5% | +110.6% |
| 5Y | +93.1% | -52.2% | +145.3% | +129.8% |
| All | +584.5% | +17.0% | +567.5% | +536.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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