+4,867.9%
RIO vs RRC
+1,510.8%
+3,357.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -0.9% | +6.4% | -7.3% | -2.0% |
| 30D | -9.1% | +23.9% | -33.0% | -12.8% |
| 3M | -13.7% | +30.2% | -43.9% | -18.1% |
| 6M | -24.3% | +26.3% | -50.6% | -28.0% |
| YTD | +8.9% | +48.1% | -39.2% | +0.2% |
| 1Y | +22.7% | +37.7% | -15.0% | +14.3% |
| 3Y | +51.2% | +60.3% | -9.1% | +34.7% |
| 5Y | +88.1% | +135.3% | -47.2% | +50.7% |
| 10Y | +352.3% | +73.3% | +279.0% | +224.2% |
| All | +4,867.9% | +1,510.8% | +3,357.1% | +3,385.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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