+345.8%
RIO vs EFX
+80.5%
+265.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.9% | -0.8% | -0.2% | -0.8% |
| 30D | -9.1% | +25.1% | -34.2% | -14.0% |
| 3M | -13.7% | +1.7% | -15.3% | -14.5% |
| 6M | -24.3% | +18.4% | -42.7% | -28.3% |
| YTD | +8.9% | -12.5% | +21.4% | +10.0% |
| 1Y | +22.7% | -8.1% | +30.7% | +22.2% |
| 3Y | +51.2% | +4.8% | +46.4% | +39.4% |
| 5Y | +88.1% | -30.1% | +118.2% | +91.9% |
| All | +345.8% | +80.5% | +265.3% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling