-15.9%
ROP vs RIO
+101.7%
-117.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -6.1% | +1.0% | -7.1% | -6.2% |
| 30D | -3.4% | +4.0% | -7.4% | -3.8% |
| 3M | +16.7% | +4.5% | +12.2% | +16.1% |
| 6M | +8.1% | +17.3% | -9.3% | +5.6% |
| YTD | -11.7% | +36.2% | -47.9% | -16.0% |
| 1Y | -24.2% | +76.1% | -100.4% | -31.1% |
| 3Y | -19.0% | +102.5% | -121.5% | -28.6% |
| 5Y | -15.9% | +103.5% | -119.4% | -25.5% |
| All | -15.9% | +101.7% | -117.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling