+88,929.3%
ROST vs RIO
+6,008.3%
+82,921.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.9% | 0.0% | +1.0% | +0.9% |
| 30D | -8.9% | +4.0% | -12.9% | -9.7% |
| 3M | -0.8% | +0.1% | -1.0% | -1.1% |
| 6M | +8.5% | +12.7% | -4.2% | +5.2% |
| YTD | +28.6% | +35.6% | -7.0% | +19.7% |
| 1Y | +52.3% | +73.7% | -21.4% | +34.5% |
| 3Y | +94.8% | +93.3% | +1.5% | +66.6% |
| 5Y | +110.8% | +92.4% | +18.3% | +77.1% |
| 10Y | +304.5% | +606.9% | -302.4% | +158.8% |
| All | +88,929.3% | +6,008.3% | +82,921.0% | +29,610.0% |
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