+89,484.1%
ROST vs RIO
+4,806.4%
+84,677.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +0.5% | -9.1% | +9.6% | +2.5% |
| 3M | -5.2% | -13.7% | +8.4% | -2.5% |
| 6M | +9.8% | -24.3% | +34.2% | +15.8% |
| YTD | +29.4% | +8.9% | +20.5% | +25.9% |
| 1Y | +44.4% | +22.7% | +21.7% | +37.0% |
| 3Y | +95.0% | +51.2% | +43.8% | +75.4% |
| 5Y | +111.9% | +88.1% | +23.7% | +79.1% |
| 10Y | +301.2% | +352.3% | -51.1% | +180.4% |
| All | +89,484.1% | +4,806.4% | +84,677.7% | +31,154.8% |
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