+183.1%
ROP vs RIO
+356.2%
-173.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +29.7% | -10.5% | +40.2% | +32.9% |
| 3M | +21.2% | -15.9% | +37.1% | +25.9% |
| 6M | +48.3% | -22.3% | +70.5% | +56.3% |
| YTD | +8.4% | +9.3% | -0.9% | +3.2% |
| 1Y | +6.0% | +23.0% | -17.0% | -2.5% |
| 3Y | -5.6% | +52.1% | -57.7% | -19.6% |
| 5Y | +1.3% | +88.9% | -87.6% | -22.4% |
| All | +183.1% | +356.2% | -173.1% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling