-12.8%
EW vs RIO
+98.5%
-111.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +2.0% |
| 7D | +12.3% | +4.4% | +7.9% | +11.5% |
| 30D | +22.9% | -8.9% | +31.7% | +24.8% |
| 3M | +16.7% | -12.7% | +29.4% | +19.2% |
| 6M | +31.0% | -16.2% | +47.2% | +34.5% |
| YTD | +22.8% | +13.4% | +9.4% | +19.1% |
| 1Y | +25.6% | +30.9% | -5.3% | +18.6% |
| 3Y | +62.0% | +60.2% | +1.8% | +44.8% |
| 5Y | -12.8% | +98.9% | -111.7% | -23.6% |
| All | -12.8% | +98.5% | -111.3% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling