+6,438.2%
EW vs RIO
+2,531.9%
+3,906.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +1.0% | +4.0% | -2.9% | +0.4% |
| 3M | +2.8% | +0.1% | +2.7% | +2.6% |
| 6M | +5.5% | +12.7% | -7.2% | +3.1% |
| YTD | +5.5% | +35.6% | -30.1% | -0.2% |
| 1Y | +11.0% | +73.7% | -62.7% | +0.8% |
| 3Y | +17.7% | +93.3% | -75.6% | +4.0% |
| 5Y | -25.7% | +92.4% | -118.2% | -35.2% |
| 10Y | +132.8% | +606.9% | -474.1% | +63.5% |
| All | +6,438.2% | +2,531.9% | +3,906.3% | +3,909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling