+90.3%
RIO vs EL
-65.2%
+155.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -0.9% | +1.5% | -2.5% | -1.2% |
| 30D | -9.1% | +10.0% | -19.1% | -11.1% |
| 3M | -13.7% | +28.4% | -42.1% | -18.6% |
| 6M | -24.3% | +37.1% | -61.4% | -30.0% |
| YTD | +8.9% | +7.8% | +1.1% | +5.1% |
| 1Y | +22.7% | +26.0% | -3.4% | +14.0% |
| 3Y | +51.2% | +3.8% | +47.4% | +39.4% |
| All | +90.3% | -65.2% | +155.5% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling