+126.1%
ETR vs RIO
+101.7%
+24.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | +2.0% | +4.0% | -2.0% | +1.4% |
| 3M | -1.7% | +4.5% | -6.2% | -2.5% |
| 6M | +3.6% | +17.3% | -13.8% | +0.6% |
| YTD | +18.0% | +36.2% | -18.1% | +11.9% |
| 1Y | +26.2% | +76.1% | -49.9% | +14.8% |
| 3Y | +148.0% | +102.5% | +45.5% | +118.4% |
| 5Y | +126.1% | +103.5% | +22.5% | +98.5% |
| All | +126.1% | +101.7% | +24.4% | +98.5% |
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