+290.1%
ETR vs RIO
+608.6%
-318.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.8% | -3.2% | +1.4% | -1.3% |
| 30D | -1.8% | +0.9% | -2.7% | -2.0% |
| 3M | -3.6% | -1.4% | -2.1% | -3.5% |
| 6M | +2.6% | +10.9% | -8.3% | +0.2% |
| YTD | +16.0% | +31.2% | -15.2% | +9.6% |
| 1Y | +20.1% | +67.9% | -47.8% | +8.4% |
| 3Y | +143.6% | +88.8% | +54.8% | +112.9% |
| 5Y | +124.4% | +93.1% | +31.2% | +92.0% |
| All | +290.1% | +608.6% | -318.6% | +169.1% |
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