+30.8%
RIO vs EOSE
-85.5%
+116.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.6% | -9.0% | +2.6% |
| 7D | -1.6% | +9.7% | -11.3% | -2.4% |
| 30D | -11.6% | -34.6% | +23.0% | -9.0% |
| 3M | -12.7% | -50.8% | +38.1% | -8.6% |
| 6M | -12.4% | -66.5% | +54.1% | -5.8% |
| YTD | +11.0% | -81.3% | +92.3% | +21.3% |
| 1Y | +30.8% | -84.8% | +115.7% | +43.6% |
| All | +30.8% | -85.5% | +116.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling