-7.2%
RKT vs RIO
+97.3%
-104.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +6.0% | +1.9% | +4.1% | +5.0% |
| 30D | +0.7% | +5.0% | -4.3% | -1.9% |
| 3M | +11.8% | +5.1% | +6.7% | +8.6% |
| 6M | -7.6% | +17.6% | -25.3% | -15.0% |
| YTD | -28.7% | +36.3% | -65.0% | -38.9% |
| 1Y | -32.6% | +71.2% | -103.8% | -48.4% |
| 3Y | +42.1% | +102.7% | -60.6% | +0.5% |
| 5Y | -7.2% | +99.6% | -106.7% | -35.0% |
| All | -7.2% | +97.3% | -104.5% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 5y: compounded portfolio wealth divided by compounded RIO 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…
5y analysis · Full analysis span regression · 6 months rolling