+13,567.5%
ECL vs RIO
+6,008.3%
+7,559.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -2.2% | +4.0% | -6.1% | -3.1% |
| 3M | +10.1% | +0.1% | +10.0% | +9.8% |
| 6M | -5.7% | +12.7% | -18.5% | -8.8% |
| YTD | +7.0% | +35.6% | -28.6% | -1.1% |
| 1Y | +2.7% | +73.7% | -71.0% | -10.7% |
| 3Y | +57.7% | +93.3% | -35.6% | +32.2% |
| 5Y | +31.1% | +92.4% | -61.3% | +7.9% |
| 10Y | +150.9% | +606.9% | -456.1% | +50.0% |
| All | +13,567.5% | +6,008.3% | +7,559.2% | +4,514.5% |
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