+6,084.9%
RIO vs RRC
+1,202.2%
+4,882.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | +4.0% | +10.1% | -6.2% | +2.2% |
| 3M | +0.1% | +4.0% | -3.9% | -0.8% |
| 6M | +12.7% | +1.6% | +11.1% | +11.7% |
| YTD | +35.6% | +19.7% | +15.9% | +30.3% |
| 1Y | +73.7% | +21.4% | +52.3% | +65.9% |
| 3Y | +93.3% | +29.7% | +63.6% | +79.3% |
| 5Y | +92.4% | +153.9% | -61.4% | +52.3% |
| 10Y | +606.9% | +10.8% | +596.1% | +450.8% |
| All | +6,084.9% | +1,202.2% | +4,882.7% | +4,428.9% |
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