+88.8%
RIO vs EOSE
+42.6%
+46.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -3.2% | +1.8% | -5.0% | -3.3% |
| 30D | +0.9% | -6.8% | +7.8% | +1.1% |
| 3M | -1.4% | -36.3% | +34.9% | +0.3% |
| 6M | +10.9% | -38.8% | +49.7% | +12.6% |
| YTD | +31.2% | -65.5% | +96.7% | +35.4% |
| 1Y | +67.9% | -45.3% | +113.2% | +68.4% |
| 3Y | +88.8% | +44.2% | +44.6% | +77.0% |
| All | +88.8% | +42.6% | +46.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling