+155.6%
ECL vs RIO
+605.0%
-449.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.7% | +1.0% | -3.7% | -3.0% |
| 30D | -4.3% | +4.0% | -8.3% | -5.6% |
| 3M | +3.2% | +4.5% | -1.3% | +1.5% |
| 6M | -2.9% | +17.3% | -20.2% | -8.4% |
| YTD | +4.3% | +36.2% | -31.9% | -6.7% |
| 1Y | +1.6% | +76.1% | -74.5% | -16.7% |
| 3Y | +54.3% | +102.5% | -48.3% | +18.1% |
| 5Y | +26.5% | +103.5% | -77.0% | -6.6% |
| 10Y | +155.6% | +619.2% | -463.6% | +22.1% |
| All | +155.6% | +605.0% | -449.4% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling