+23.1%
ECL vs RIO
+29.3%
-6.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +2.7% |
| 7D | +7.7% | -1.6% | +9.3% | +8.0% |
| 30D | +13.7% | -11.6% | +25.3% | +16.5% |
| 3M | +11.6% | -12.7% | +24.3% | +14.4% |
| 6M | +23.9% | -12.4% | +36.3% | +26.2% |
| YTD | +21.0% | +11.0% | +10.0% | +17.4% |
| 1Y | +23.1% | +30.8% | -7.7% | +19.3% |
| All | +23.1% | +29.3% | -6.2% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling