+51.2%
RIO vs EAT
+476.7%
-425.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -0.9% | -4.0% | +3.1% | -0.7% |
| 30D | -9.1% | -2.9% | -6.2% | -9.0% |
| 3M | -13.7% | -16.9% | +3.2% | -12.8% |
| 6M | -24.3% | +57.0% | -81.3% | -26.8% |
| YTD | +8.9% | +38.2% | -29.3% | +6.2% |
| 1Y | +22.7% | +69.3% | -46.6% | +18.1% |
| 3Y | +51.2% | +483.0% | -431.8% | +21.2% |
| All | +51.2% | +476.7% | -425.5% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling