+271.2%
EW vs RIO
+354.4%
-83.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +4.9% | -0.9% | +5.8% | +5.1% |
| 30D | +23.9% | -9.1% | +33.0% | +26.8% |
| 3M | +15.8% | -13.7% | +29.4% | +19.7% |
| 6M | +31.7% | -24.3% | +56.0% | +40.2% |
| YTD | +25.7% | +8.9% | +16.8% | +21.4% |
| 1Y | +24.4% | +22.7% | +1.8% | +16.5% |
| 3Y | +65.9% | +51.2% | +14.7% | +44.4% |
| 5Y | -7.6% | +88.1% | -95.7% | -26.5% |
| All | +271.2% | +354.4% | -83.2% | +132.4% |
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 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