+24,936.4%
ROP vs RIO
+6,037.5%
+18,899.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +3.2% | +4.0% | -0.7% | +2.0% |
| 3M | +23.1% | +0.1% | +22.9% | +22.4% |
| 6M | +13.3% | +12.7% | +0.6% | +8.3% |
| YTD | -7.9% | +35.6% | -43.4% | -16.9% |
| 1Y | -22.1% | +73.7% | -95.7% | -34.7% |
| 3Y | -16.8% | +93.3% | -110.1% | -33.3% |
| 5Y | -13.5% | +92.4% | -106.0% | -32.7% |
| 10Y | +137.7% | +606.9% | -469.3% | +22.1% |
| All | +24,936.4% | +6,037.5% | +18,899.0% | +5,775.8% |
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