+242.9%
EW vs RIO
+362.4%
-119.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.1% |
| 7D | +9.3% | +3.6% | +5.7% | +8.3% |
| 30D | +22.1% | -10.8% | +32.9% | +25.4% |
| 3M | +13.0% | -15.2% | +28.2% | +17.4% |
| 6M | +30.1% | -18.0% | +48.1% | +35.7% |
| YTD | +22.0% | +11.0% | +11.0% | +17.4% |
| 1Y | +23.7% | +26.4% | -2.6% | +15.0% |
| 3Y | +62.0% | +54.4% | +7.6% | +40.3% |
| 5Y | -12.4% | +98.1% | -110.5% | -31.4% |
| All | +242.9% | +362.4% | -119.6% | +115.7% |
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