+584.5%
RIO vs EFX
+42.6%
+541.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -3.2% | -4.5% | +1.3% | -2.2% |
| 30D | +0.9% | -6.1% | +7.0% | +2.2% |
| 3M | -1.4% | +6.2% | -7.6% | -3.7% |
| 6M | +10.9% | -11.2% | +22.2% | +12.8% |
| YTD | +31.2% | -21.4% | +52.6% | +36.4% |
| 1Y | +67.9% | -34.3% | +102.2% | +82.9% |
| 3Y | +88.8% | -12.5% | +101.3% | +83.1% |
| 5Y | +93.1% | -35.6% | +128.7% | +100.7% |
| All | +584.5% | +42.6% | +541.9% | +452.5% |
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