+73.7%
RIO vs EOSE
-49.1%
+122.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.4% | -0.4% |
| 7D | 0.0% | +19.0% | -19.0% | -1.5% |
| 30D | +4.0% | +1.6% | +2.4% | +3.5% |
| 3M | +0.1% | -52.0% | +52.1% | +4.7% |
| 6M | +12.7% | -42.5% | +55.2% | +16.0% |
| YTD | +35.6% | -66.1% | +101.7% | +41.7% |
| 1Y | +73.7% | -47.1% | +120.8% | +77.0% |
| All | +73.7% | -49.1% | +122.8% | +77.0% |
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