+30.8%
RIO vs CP
+35.2%
-4.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +2.2% |
| 7D | -1.6% | +5.6% | -7.2% | -3.6% |
| 30D | -11.6% | +10.0% | -21.6% | -14.9% |
| 3M | -12.7% | +4.4% | -17.1% | -14.2% |
| 6M | -12.4% | +14.1% | -26.4% | -17.7% |
| YTD | +11.0% | +29.1% | -18.1% | -0.8% |
| 1Y | +30.8% | +34.6% | -3.7% | +14.9% |
| All | +30.8% | +35.2% | -4.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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