+13,296.5%
ROK vs RIO
+6,008.3%
+7,288.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -3.3% | +4.0% | -7.3% | -4.8% |
| 3M | -5.9% | +0.1% | -6.0% | -6.2% |
| 6M | +13.9% | +12.7% | +1.1% | +8.4% |
| YTD | +12.6% | +35.6% | -23.0% | -0.1% |
| 1Y | +28.6% | +73.7% | -45.1% | +4.0% |
| 3Y | +45.1% | +93.3% | -48.2% | +11.7% |
| 5Y | +45.6% | +92.4% | -46.9% | +8.9% |
| 10Y | +345.0% | +606.9% | -261.9% | +103.4% |
| All | +13,296.5% | +6,008.3% | +7,288.2% | +3,238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling