+95.9%
RIO vs EAT
+587.9%
-492.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | +1.0% | -6.8% | +7.8% | +1.5% |
| 30D | +4.0% | -5.4% | +9.4% | +4.4% |
| 3M | +4.5% | +42.8% | -38.2% | +1.6% |
| 6M | +17.3% | +56.5% | -39.2% | +13.0% |
| YTD | +36.2% | +50.0% | -13.8% | +31.6% |
| 1Y | +76.1% | +38.3% | +37.9% | +70.9% |
| All | +95.9% | +587.9% | -492.0% | +41.0% |
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 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