+30.1%
ROK vs RIO
+90.3%
-60.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | -5.0% | -9.1% | +4.1% | -1.5% |
| 3M | -9.4% | -13.7% | +4.3% | -4.4% |
| 6M | -11.0% | -24.3% | +13.3% | -1.6% |
| YTD | +4.4% | +8.9% | -4.4% | +0.5% |
| 1Y | +7.4% | +22.7% | -15.3% | -1.2% |
| 3Y | +61.0% | +51.2% | +9.8% | +35.8% |
| All | +30.1% | +90.3% | -60.1% | +2.2% |
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