+90.0%
RIO vs COO
-41.6%
+131.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | +2.2% | +4.7% | -2.5% | +1.1% |
| 30D | -10.1% | +13.9% | -24.0% | -13.1% |
| 3M | -14.1% | -14.9% | +0.8% | -10.9% |
| 6M | -18.9% | +2.0% | -20.9% | -20.4% |
| YTD | +9.9% | -23.9% | +33.8% | +17.3% |
| 1Y | +27.0% | -9.6% | +36.6% | +28.7% |
| 3Y | +50.1% | -25.4% | +75.5% | +55.6% |
| All | +90.0% | -41.6% | +131.6% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling