+77.4%
ECL vs RIO
+55.4%
+22.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | +8.3% | -9.9% | +18.2% | +10.2% |
| 3M | +8.4% | -14.0% | +22.5% | +11.2% |
| 6M | +23.3% | -19.5% | +42.8% | +27.7% |
| YTD | +18.2% | +11.5% | +6.7% | +15.7% |
| 1Y | +18.8% | +26.9% | -8.2% | +13.9% |
| All | +77.4% | +55.4% | +22.0% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling