+67.9%
RIO vs EAT
+37.8%
+30.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -3.2% | -7.7% | +4.5% | -2.7% |
| 30D | +0.9% | -13.6% | +14.5% | +1.9% |
| 3M | -1.4% | +33.9% | -35.3% | -3.6% |
| 6M | +10.9% | +47.2% | -36.3% | +8.0% |
| YTD | +31.2% | +48.1% | -16.8% | +28.6% |
| 1Y | +67.9% | +33.7% | +34.2% | +62.0% |
| All | +67.9% | +37.8% | +30.1% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling