-17.9%
ROP vs RIO
+104.4%
-122.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -5.4% | +1.9% | -7.4% | -5.5% |
| 30D | -1.6% | +5.0% | -6.6% | -1.9% |
| 3M | +18.8% | +5.1% | +13.7% | +18.8% |
| 6M | +8.2% | +17.6% | -9.4% | +6.4% |
| YTD | -10.5% | +36.3% | -46.8% | -14.6% |
| 1Y | -23.7% | +71.2% | -94.9% | -30.7% |
| 3Y | -17.9% | +102.7% | -120.6% | -30.1% |
| All | -17.9% | +104.4% | -122.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling