+208.2%
ROL vs RIO
+605.0%
-396.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.3% | +1.0% | -4.2% | -3.4% |
| 30D | -7.2% | +4.0% | -11.3% | -7.9% |
| 3M | -27.0% | +4.5% | -31.5% | -27.7% |
| 6M | -39.5% | +17.3% | -56.8% | -41.7% |
| YTD | -41.8% | +36.2% | -78.0% | -45.7% |
| 1Y | -38.9% | +76.1% | -115.0% | -46.0% |
| 3Y | -0.4% | +102.5% | -102.9% | -15.8% |
| 5Y | -4.2% | +103.5% | -107.7% | -21.0% |
| 10Y | +208.2% | +619.2% | -411.0% | +83.6% |
| All | +208.2% | +605.0% | -396.8% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling