+5,087.6%
ETR vs RIO
+6,008.3%
-920.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +1.4% | 0.0% | +1.5% | +1.4% |
| 30D | +1.0% | +4.0% | -3.0% | +0.3% |
| 3M | -1.3% | +0.1% | -1.4% | -1.5% |
| 6M | +1.9% | +12.7% | -10.8% | -0.5% |
| YTD | +18.2% | +35.6% | -17.4% | +11.9% |
| 1Y | +24.7% | +73.7% | -49.0% | +13.5% |
| 3Y | +150.7% | +93.3% | +57.4% | +122.6% |
| 5Y | +127.0% | +92.4% | +34.6% | +98.9% |
| 10Y | +295.5% | +606.9% | -311.5% | +174.9% |
| All | +5,087.6% | +6,008.3% | -920.7% | +2,653.5% |
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 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