+87.7%
RIO vs EFX
-12.7%
+100.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -3.4% | -11.1% | +7.8% | -2.4% |
| 30D | +0.6% | -7.4% | +8.0% | +1.2% |
| 3M | +2.5% | +1.5% | +1.1% | +2.0% |
| 6M | +10.8% | -13.7% | +24.5% | +12.0% |
| YTD | +30.5% | -21.9% | +52.3% | +33.4% |
| 1Y | +68.1% | -30.8% | +98.9% | +75.2% |
| All | +87.7% | -12.7% | +100.4% | +91.9% |
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