+8,043.8%
ROL vs RIO
+6,008.3%
+2,035.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -4.1% | +4.0% | -8.1% | -4.9% |
| 3M | -22.5% | +0.1% | -22.6% | -22.8% |
| 6M | -37.7% | +12.7% | -50.4% | -39.7% |
| YTD | -39.6% | +35.6% | -75.1% | -43.9% |
| 1Y | -36.0% | +73.7% | -109.7% | -43.8% |
| 3Y | -5.1% | +93.3% | -98.4% | -19.6% |
| 5Y | -3.4% | +92.4% | -95.8% | -19.8% |
| 10Y | +215.2% | +606.9% | -391.7% | +89.6% |
| All | +8,043.8% | +6,008.3% | +2,035.5% | +2,977.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling