+17,712.9%
ETN vs RIO
+5,778.8%
+11,934.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | 0.0% |
| 7D | +3.0% | -3.4% | +6.4% | +4.2% |
| 30D | -10.9% | +0.6% | -11.5% | -11.2% |
| 3M | +9.2% | +2.5% | +6.7% | +8.2% |
| 6M | +13.9% | +10.8% | +3.1% | +9.8% |
| YTD | +29.5% | +30.5% | -0.9% | +17.9% |
| 1Y | +14.2% | +68.1% | -53.9% | -4.6% |
| 3Y | +79.9% | +94.0% | -14.2% | +41.6% |
| 5Y | +175.7% | +92.0% | +83.7% | +111.4% |
| 10Y | +693.2% | +589.0% | +104.2% | +296.0% |
| All | +17,712.9% | +5,778.8% | +11,934.1% | +5,609.4% |
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 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