+22.9%
EIX vs RIO
+605.0%
-582.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +4.1% | +1.0% | +3.1% | +3.9% |
| 30D | -15.3% | +4.0% | -19.3% | -16.1% |
| 3M | -18.4% | +4.5% | -23.0% | -19.4% |
| 6M | -16.8% | +17.3% | -34.2% | -20.2% |
| YTD | -0.6% | +36.2% | -36.7% | -8.1% |
| 1Y | +10.7% | +76.1% | -65.5% | -3.8% |
| 3Y | -4.5% | +102.5% | -107.0% | -20.3% |
| 5Y | +24.0% | +103.5% | -79.5% | +1.1% |
| 10Y | +22.9% | +619.2% | -596.3% | -23.8% |
| All | +22.9% | +605.0% | -582.0% | -23.8% |
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 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