+4,963.1%
RIO vs COO
+5,050.0%
-86.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.1% |
| 7D | +3.6% | +4.5% | -0.9% | +3.2% |
| 30D | -10.8% | +16.9% | -27.7% | -12.1% |
| 3M | -15.2% | -16.7% | +1.5% | -14.0% |
| 6M | -18.0% | +5.9% | -24.0% | -18.7% |
| YTD | +11.0% | -22.4% | +33.4% | +13.1% |
| 1Y | +26.4% | -10.1% | +36.5% | +27.1% |
| 3Y | +54.4% | -22.8% | +77.1% | +56.4% |
| 5Y | +98.1% | -41.4% | +139.5% | +104.9% |
| 10Y | +358.5% | +41.3% | +317.3% | +340.7% |
| All | +4,963.1% | +5,050.0% | -86.9% | +3,997.2% |
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