+124.0%
EW vs RIO
+604.6%
-480.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.7% |
| 7D | -3.4% | -3.4% | 0.0% | -2.6% |
| 30D | -7.4% | +0.6% | -7.9% | -7.6% |
| 3M | +0.9% | +2.5% | -1.6% | -0.1% |
| 6M | +1.2% | +10.8% | -9.6% | -2.1% |
| YTD | +1.8% | +30.5% | -28.7% | -5.7% |
| 1Y | +10.8% | +68.1% | -57.3% | -4.1% |
| 3Y | +17.1% | +94.0% | -76.9% | -4.2% |
| 5Y | -28.2% | +92.0% | -120.2% | -42.6% |
| All | +124.0% | +604.6% | -480.6% | +24.5% |
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 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