+942.8%
RIO vs EFV
+258.8%
+684.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.6% |
| 7D | 0.0% | +1.5% | -1.5% | -2.0% |
| 30D | +4.0% | +1.7% | +2.2% | +1.6% |
| 3M | +0.1% | +8.6% | -8.5% | -10.3% |
| 6M | +12.7% | +11.7% | +1.0% | -2.4% |
| YTD | +35.6% | +19.3% | +16.3% | +7.6% |
| 1Y | +73.7% | +30.2% | +43.5% | +22.4% |
| 3Y | +93.3% | +91.6% | +1.7% | -19.9% |
| 5Y | +92.4% | +96.4% | -4.0% | -22.9% |
| 10Y | +606.9% | +166.5% | +440.5% | +83.4% |
| All | +942.8% | +258.8% | +684.0% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling