+3,423.1%
RIO vs EL
+1,685.7%
+1,737.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.6% |
| 7D | 0.0% | +0.8% | -0.8% | -0.3% |
| 30D | +4.0% | +19.8% | -15.9% | -3.0% |
| 3M | +0.1% | +25.7% | -25.6% | -8.4% |
| 6M | +12.7% | +5.4% | +7.3% | +8.2% |
| YTD | +35.6% | +0.2% | +35.3% | +30.9% |
| 1Y | +73.7% | +20.4% | +53.3% | +55.5% |
| 3Y | +93.3% | -32.1% | +125.4% | +97.3% |
| 5Y | +92.4% | -67.2% | +159.6% | +153.1% |
| 10Y | +606.9% | +31.7% | +575.2% | +401.7% |
| All | +3,423.1% | +1,685.7% | +1,737.4% | +1,103.6% |
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