+29,140.1%
ROP vs RIO
+4,924.3%
+24,215.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | +0.2% | +3.6% | -3.4% | -0.8% |
| 30D | +30.3% | -10.8% | +41.1% | +34.1% |
| 3M | +17.8% | -15.2% | +33.0% | +22.7% |
| 6M | +38.9% | -18.0% | +56.9% | +45.1% |
| YTD | +7.6% | +11.0% | -3.4% | +2.2% |
| 1Y | +6.5% | +26.4% | -19.9% | -2.6% |
| 3Y | -6.3% | +54.4% | -60.6% | -20.2% |
| 5Y | +0.9% | +98.1% | -97.1% | -22.4% |
| 10Y | +180.7% | +358.5% | -177.8% | +62.5% |
| All | +29,140.1% | +4,924.3% | +24,215.8% | +7,125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling