-23.6%
ROP vs RIO
+67.4%
-91.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -1.1% |
| 7D | -8.0% | -3.4% | -4.6% | -8.5% |
| 30D | -2.7% | +0.6% | -3.3% | -2.6% |
| 3M | +16.6% | +2.5% | +14.1% | +18.0% |
| 6M | +10.4% | +10.8% | -0.4% | +12.8% |
| YTD | -12.1% | +30.5% | -42.5% | -8.7% |
| 1Y | -23.6% | +68.1% | -91.8% | -19.9% |
| All | -23.6% | +67.4% | -91.0% | -19.9% |
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 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