+6,084.9%
RIO vs COO
+5,537.7%
+547.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +4.0% | -7.0% | +11.0% | +4.6% |
| 3M | +0.1% | +12.2% | -12.1% | -1.1% |
| 6M | +12.7% | -15.1% | +27.8% | +14.2% |
| YTD | +35.6% | -15.1% | +50.7% | +37.3% |
| 1Y | +73.7% | +2.3% | +71.4% | +72.8% |
| 3Y | +93.3% | -23.7% | +117.0% | +96.4% |
| 5Y | +92.4% | -38.9% | +131.4% | +98.6% |
| 10Y | +606.9% | +49.9% | +557.0% | +576.6% |
| All | +6,084.9% | +5,537.7% | +547.2% | +4,872.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling