+15.8%
EW vs RIO
+95.5%
-79.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.6% |
| 7D | -4.4% | +1.9% | -6.4% | -4.7% |
| 30D | -3.3% | +5.0% | -8.3% | -4.0% |
| 3M | +1.0% | +5.1% | -4.1% | +0.3% |
| 6M | +6.2% | +17.6% | -11.4% | +3.8% |
| YTD | +1.7% | +36.3% | -34.6% | -2.1% |
| 1Y | +8.1% | +71.2% | -63.1% | +1.3% |
| All | +15.8% | +95.5% | -79.6% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling