+6,084.9%
RIO vs CP
+9,628.8%
-3,543.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | 0.0% | -2.7% | +2.6% | +1.4% |
| 30D | +4.0% | +0.2% | +3.8% | +3.7% |
| 3M | +0.1% | +2.6% | -2.4% | -1.8% |
| 6M | +12.7% | +6.0% | +6.7% | +8.4% |
| YTD | +35.6% | +24.9% | +10.6% | +18.6% |
| 1Y | +73.7% | +20.1% | +53.6% | +55.1% |
| 3Y | +93.3% | +16.4% | +76.9% | +71.8% |
| 5Y | +92.4% | +31.7% | +60.7% | +56.0% |
| 10Y | +606.9% | +223.9% | +383.1% | +230.9% |
| All | +6,084.9% | +9,628.8% | -3,543.9% | +821.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling