+7,595.3%
EW vs RIO
+2,065.5%
+5,529.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +6.5% | +0.5% | +6.0% | +6.4% |
| 30D | +22.5% | -9.9% | +32.4% | +24.5% |
| 3M | +13.0% | -14.0% | +27.0% | +15.6% |
| 6M | +37.1% | -19.5% | +56.6% | +41.5% |
| YTD | +24.1% | +11.5% | +12.6% | +21.1% |
| 1Y | +24.2% | +26.9% | -2.7% | +18.7% |
| 3Y | +64.8% | +55.1% | +9.6% | +50.9% |
| 5Y | -7.4% | +90.7% | -98.1% | -19.0% |
| 10Y | +248.8% | +363.3% | -114.6% | +161.0% |
| All | +7,595.3% | +2,065.5% | +5,529.7% | +4,765.5% |
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