+183.0%
ROP vs RIO
+365.5%
-182.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +30.1% | -9.9% | +39.9% | +33.0% |
| 3M | +19.9% | -14.0% | +33.9% | +23.8% |
| 6M | +46.0% | -19.5% | +65.5% | +52.6% |
| YTD | +8.4% | +11.5% | -3.2% | +2.7% |
| 1Y | +8.8% | +26.9% | -18.1% | -0.7% |
| 3Y | -5.6% | +55.1% | -60.8% | -20.0% |
| 5Y | +3.0% | +90.7% | -87.7% | -21.1% |
| All | +183.0% | +365.5% | -182.5% | +60.1% |
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