+101.5%
RIO vs CP
+19.6%
+81.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | 0.0% | -2.7% | +2.6% | +1.0% |
| 30D | +4.0% | +0.2% | +3.8% | +3.8% |
| 3M | +0.1% | +2.6% | -2.4% | -1.3% |
| 6M | +12.7% | +6.0% | +6.7% | +9.4% |
| YTD | +35.6% | +24.9% | +10.6% | +22.6% |
| 1Y | +73.7% | +20.1% | +53.6% | +59.5% |
| All | +101.5% | +19.6% | +81.9% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling