+10.6%
ROP vs RIO
+29.3%
-18.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.6% | +0.3% | +4.6% |
| 7D | +11.7% | -1.6% | +13.3% | +11.3% |
| 30D | +35.5% | -11.6% | +47.1% | +32.7% |
| 3M | +25.6% | -12.7% | +38.4% | +23.0% |
| 6M | +39.3% | -12.4% | +51.6% | +37.5% |
| YTD | +11.6% | +11.0% | +0.6% | +11.4% |
| 1Y | +10.6% | +30.8% | -20.2% | +5.6% |
| All | +10.6% | +29.3% | -18.7% | +5.6% |
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