+190.4%
ETN vs RIO
+91.0%
+99.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.5% | -3.2% | +6.7% | +4.7% |
| 30D | -7.5% | +0.9% | -8.4% | -7.9% |
| 3M | +8.3% | -1.4% | +9.8% | +8.6% |
| 6M | +20.2% | +10.9% | +9.2% | +16.0% |
| YTD | +34.7% | +31.2% | +3.5% | +23.3% |
| 1Y | +19.4% | +67.9% | -48.5% | +1.4% |
| 3Y | +85.5% | +88.8% | -3.3% | +50.4% |
| All | +190.4% | +91.0% | +99.4% | +134.4% |
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