+92.0%
RIO vs EFX
-37.1%
+129.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -3.4% | -11.1% | +7.8% | -1.7% |
| 30D | +0.6% | -7.4% | +8.0% | +1.6% |
| 3M | +2.5% | +1.5% | +1.1% | +1.7% |
| 6M | +10.8% | -13.7% | +24.5% | +12.7% |
| YTD | +30.5% | -21.9% | +52.3% | +34.4% |
| 1Y | +68.1% | -30.8% | +98.9% | +77.3% |
| 3Y | +94.0% | -12.4% | +106.4% | +88.7% |
| 5Y | +92.0% | -35.9% | +127.9% | +94.3% |
| All | +92.0% | -37.1% | +129.1% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling