+590.1%
EWT vs RIO
+2,712.6%
-2,122.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +1.6% | +1.9% | -0.3% | +1.0% |
| 30D | +8.2% | +5.0% | +3.2% | +6.3% |
| 3M | +11.1% | +5.1% | +5.9% | +9.0% |
| 6M | +60.4% | +17.6% | +42.8% | +51.5% |
| YTD | +75.6% | +36.3% | +39.3% | +57.2% |
| 1Y | +91.3% | +71.2% | +20.1% | +58.1% |
| 3Y | +200.3% | +102.7% | +97.6% | +132.1% |
| 5Y | +156.4% | +99.6% | +56.8% | +94.1% |
| 10Y | +495.8% | +603.1% | -107.3% | +177.6% |
| All | +590.1% | +2,712.6% | -2,122.5% | +43.3% |
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