-4.7%
ROL vs RIO
+97.3%
-102.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.6% |
| 7D | -3.4% | +1.9% | -5.4% | -3.6% |
| 30D | -6.9% | +5.0% | -11.9% | -7.3% |
| 3M | -24.6% | +5.1% | -29.7% | -24.9% |
| 6M | -39.5% | +17.6% | -57.2% | -40.7% |
| YTD | -41.1% | +36.3% | -77.4% | -43.3% |
| 1Y | -37.9% | +71.2% | -109.1% | -41.9% |
| 3Y | +0.8% | +102.7% | -101.9% | -8.7% |
| 5Y | -4.7% | +99.6% | -104.3% | -16.0% |
| All | -4.7% | +97.3% | -102.0% | -16.0% |
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