+69.4%
ENB vs RIO
+101.7%
-32.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | -1.1% | +4.0% | -5.1% | -2.1% |
| 3M | -8.5% | +4.5% | -13.0% | -9.7% |
| 6M | -4.5% | +17.3% | -21.9% | -9.2% |
| YTD | +9.1% | +36.2% | -27.1% | -1.0% |
| 1Y | +8.0% | +76.1% | -68.2% | -9.5% |
| 3Y | +77.8% | +102.5% | -24.7% | +39.8% |
| 5Y | +69.4% | +103.5% | -34.2% | +31.4% |
| All | +69.4% | +101.7% | -32.3% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling