-6.6%
RKT vs RIO
+89.6%
-96.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -4.0% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | +26.6% | -10.5% | +37.1% | +33.7% |
| 3M | -2.4% | -15.9% | +13.5% | +6.1% |
| 6M | -7.4% | -22.3% | +14.9% | +4.6% |
| YTD | -29.2% | +9.3% | -38.5% | -32.9% |
| 1Y | -23.5% | +23.0% | -46.6% | -31.7% |
| 3Y | +73.9% | +52.1% | +21.9% | +38.4% |
| 5Y | -6.6% | +88.9% | -95.5% | -34.1% |
| All | -6.6% | +89.6% | -96.2% | -34.1% |
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