+16.3%
ROL vs RIO
+98.5%
-82.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.9% |
| 7D | +7.5% | +4.4% | +3.1% | +7.2% |
| 30D | +21.1% | -8.9% | +30.0% | +21.9% |
| 3M | +3.1% | -12.7% | +15.8% | +4.1% |
| 6M | -27.4% | -16.2% | -11.2% | -26.6% |
| YTD | -34.7% | +13.4% | -48.1% | -36.3% |
| 1Y | -32.9% | +30.9% | -63.8% | -35.6% |
| 3Y | +6.1% | +60.2% | -54.0% | -1.9% |
| 5Y | +16.3% | +98.9% | -82.6% | 0.0% |
| All | +16.3% | +98.5% | -82.2% | 0.0% |
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 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