+87.7%
RIO vs EFV
+88.2%
-0.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -3.8% |
| 7D | -3.4% | -2.0% | -1.4% | -1.0% |
| 30D | +0.6% | -0.2% | +0.8% | +0.8% |
| 3M | +2.5% | +9.1% | -6.6% | -7.2% |
| 6M | +10.8% | +11.7% | -0.9% | -1.9% |
| YTD | +30.5% | +17.0% | +13.4% | +10.3% |
| 1Y | +68.1% | +26.7% | +41.4% | +30.8% |
| All | +87.7% | +88.2% | -0.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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