+2,741.2%
RIO vs EL
+1,800.1%
+941.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | +0.1% | +2.7% | -2.5% | -0.8% |
| 30D | -10.5% | +10.8% | -21.3% | -14.0% |
| 3M | -15.9% | +26.5% | -42.4% | -23.4% |
| 6M | -22.3% | +31.1% | -53.4% | -30.7% |
| YTD | +9.3% | +6.6% | +2.7% | +2.8% |
| 1Y | +23.0% | +21.8% | +1.2% | +9.8% |
| 3Y | +52.1% | +1.8% | +50.3% | +33.6% |
| 5Y | +88.9% | -65.6% | +154.4% | +143.9% |
| 10Y | +354.1% | +60.3% | +293.8% | +197.3% |
| All | +2,741.2% | +1,800.1% | +941.1% | +844.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling