+23.0%
RIO vs CP
+33.3%
-10.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | -10.5% | +10.3% | -20.9% | -14.0% |
| 3M | -15.9% | +2.3% | -18.2% | -16.7% |
| 6M | -22.3% | +10.7% | -33.0% | -26.2% |
| YTD | +9.3% | +29.3% | -20.0% | -3.3% |
| 1Y | +23.0% | +31.5% | -8.4% | +7.7% |
| All | +23.0% | +33.3% | -10.2% | +7.7% |
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