-29.4%
EW vs RIO
+97.3%
-126.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.6% |
| 7D | -4.4% | +1.9% | -6.4% | -4.8% |
| 30D | -3.3% | +5.0% | -8.3% | -4.2% |
| 3M | +1.0% | +5.1% | -4.1% | -0.1% |
| 6M | +6.2% | +17.6% | -11.4% | +2.8% |
| YTD | +1.7% | +36.3% | -34.6% | -4.2% |
| 1Y | +8.1% | +71.2% | -63.1% | -2.4% |
| 3Y | +17.1% | +102.7% | -85.6% | +0.7% |
| 5Y | -29.4% | +99.6% | -128.9% | -38.7% |
| All | -29.4% | +97.3% | -126.7% | -38.7% |
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 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