+74.1%
RIO vs OSCR
-9.0%
+83.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -3.2% | +1.6% | -4.8% | -3.3% |
| 30D | +0.9% | +10.7% | -9.7% | +0.4% |
| 3M | -1.4% | +13.4% | -14.8% | -2.2% |
| 6M | +10.9% | +144.6% | -133.6% | +6.0% |
| YTD | +31.2% | +128.0% | -96.8% | +25.5% |
| 1Y | +67.9% | +68.7% | -0.7% | +62.0% |
| 3Y | +88.8% | +398.8% | -310.0% | +68.5% |
| 5Y | +93.1% | +87.3% | +5.9% | +65.8% |
| All | +74.1% | -9.0% | +83.0% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling