+4.6%
ROL vs RIO
+100.4%
-95.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -4.1% | +4.0% | -8.1% | -4.2% |
| 3M | -22.5% | +0.1% | -22.6% | -22.3% |
| 6M | -37.7% | +12.7% | -50.4% | -38.1% |
| YTD | -39.6% | +35.6% | -75.1% | -40.7% |
| 1Y | -36.0% | +73.7% | -109.7% | -38.5% |
| All | +4.6% | +100.4% | -95.9% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling