+51.2%
RIO vs EFX
+4.8%
+46.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -0.9% | -0.8% | -0.2% | -0.9% |
| 30D | -9.1% | +25.1% | -34.2% | -10.7% |
| 3M | -13.7% | +1.7% | -15.3% | -13.8% |
| 6M | -24.3% | +18.4% | -42.7% | -25.7% |
| YTD | +8.9% | -12.5% | +21.4% | +10.3% |
| 1Y | +22.7% | -8.1% | +30.7% | +23.1% |
| 3Y | +51.2% | +4.8% | +46.4% | +34.0% |
| All | +51.2% | +4.8% | +46.3% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling