-37.8%
ROL vs RIO
+67.4%
-105.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | -0.3% |
| 7D | -3.2% | -3.4% | +0.1% | -3.5% |
| 30D | -6.6% | +0.6% | -7.2% | -6.6% |
| 3M | -27.3% | +2.5% | -29.8% | -26.8% |
| 6M | -38.1% | +10.8% | -48.9% | -37.9% |
| YTD | -41.8% | +30.5% | -72.2% | -39.5% |
| 1Y | -37.8% | +68.1% | -105.9% | -32.0% |
| All | -37.8% | +67.4% | -105.2% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling