+114.6%
ROST vs RIO
+91.0%
+23.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.2% |
| 7D | +0.2% | -3.2% | +3.4% | +0.9% |
| 30D | -6.9% | +0.9% | -7.8% | -7.1% |
| 3M | -3.3% | -1.4% | -1.9% | -3.2% |
| 6M | +9.0% | +10.9% | -1.9% | +5.9% |
| YTD | +28.9% | +31.2% | -2.4% | +20.2% |
| 1Y | +54.0% | +67.9% | -13.9% | +35.8% |
| 3Y | +100.7% | +88.8% | +11.9% | +70.4% |
| All | +114.6% | +91.0% | +23.6% | +74.5% |
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