+584.5%
RIO vs EL
+26.1%
+558.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -3.2% | -6.5% | +3.3% | -1.4% |
| 30D | +0.9% | +11.1% | -10.2% | -2.4% |
| 3M | -1.4% | +10.7% | -12.1% | -4.7% |
| 6M | +10.9% | +6.9% | +4.1% | +7.2% |
| YTD | +31.2% | -6.3% | +37.5% | +30.5% |
| 1Y | +67.9% | +13.5% | +54.4% | +56.7% |
| 3Y | +88.8% | -33.1% | +121.9% | +96.5% |
| 5Y | +93.1% | -68.8% | +161.9% | +161.0% |
| All | +584.5% | +26.1% | +558.4% | +486.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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