+76.3%
RIO vs COO
-0.9%
+77.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.7% |
| 7D | +1.9% | -2.3% | +4.2% | +2.1% |
| 30D | +5.0% | -8.8% | +13.8% | +5.6% |
| 3M | +5.1% | +1.3% | +3.8% | +4.9% |
| 6M | +17.6% | -11.6% | +29.2% | +21.2% |
| YTD | +36.3% | -17.4% | +53.7% | +41.5% |
| All | +76.3% | -0.9% | +77.2% | +82.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling