+584.5%
RIO vs EAT
+374.9%
+209.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -3.2% | -7.7% | +4.5% | -2.1% |
| 30D | +0.9% | -13.6% | +14.5% | +3.0% |
| 3M | -1.4% | +33.9% | -35.3% | -6.0% |
| 6M | +10.9% | +47.2% | -36.3% | +3.7% |
| YTD | +31.2% | +48.1% | -16.8% | +22.3% |
| 1Y | +67.9% | +33.7% | +34.2% | +58.2% |
| 3Y | +88.8% | +595.8% | -507.0% | +31.2% |
| 5Y | +93.1% | +314.4% | -221.3% | +40.7% |
| All | +584.5% | +374.9% | +209.6% | +361.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling