+73.1%
RIO vs OSCR
-9.5%
+82.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -4.3% |
| 7D | -3.4% | +1.1% | -4.4% | -3.4% |
| 30D | +0.6% | +16.5% | -15.9% | -0.2% |
| 3M | +2.5% | +17.0% | -14.4% | +1.6% |
| 6M | +10.8% | +145.0% | -134.2% | +5.8% |
| YTD | +30.5% | +126.7% | -96.3% | +24.8% |
| 1Y | +68.1% | +67.2% | +0.9% | +62.3% |
| 3Y | +94.0% | +405.1% | -311.1% | +73.1% |
| 5Y | +92.0% | +86.2% | +5.8% | +64.9% |
| All | +73.1% | -9.5% | +82.6% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling