+99.6%
RIO vs COO
-39.5%
+139.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.2% |
| 7D | +1.9% | -2.3% | +4.2% | +2.5% |
| 30D | +5.0% | -8.8% | +13.8% | +7.4% |
| 3M | +5.1% | +1.3% | +3.8% | +4.4% |
| 6M | +17.6% | -11.6% | +29.2% | +21.2% |
| YTD | +36.3% | -17.4% | +53.7% | +43.0% |
| 1Y | +71.2% | -1.6% | +72.8% | +70.1% |
| 3Y | +102.7% | -22.6% | +125.3% | +110.1% |
| 5Y | +99.6% | -40.3% | +139.9% | +110.2% |
| All | +99.6% | -39.5% | +139.1% | +110.2% |
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 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