+706.7%
ETN vs RIO
+608.6%
+98.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.7% |
| 7D | +3.5% | -3.2% | +6.7% | +5.1% |
| 30D | -7.5% | +0.9% | -8.4% | -8.1% |
| 3M | +8.3% | -1.4% | +9.8% | +8.7% |
| 6M | +20.2% | +10.9% | +9.2% | +14.0% |
| YTD | +34.7% | +31.2% | +3.5% | +17.9% |
| 1Y | +19.4% | +67.9% | -48.5% | -6.9% |
| 3Y | +85.5% | +88.8% | -3.3% | +34.2% |
| 5Y | +186.6% | +93.1% | +93.5% | +94.8% |
| All | +706.7% | +608.6% | +98.0% | +175.9% |
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