+91.5%
RIO vs EOSE
-70.0%
+161.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 6M | +10.9% | -38.8% | +49.7% | +12.3% |
| YTD | +31.2% | -65.5% | +96.7% | +35.1% |
| 1Y | +67.9% | -45.3% | +113.2% | +68.1% |
| 3Y | +88.8% | +44.2% | +44.6% | +73.2% |
| All | +91.5% | -70.0% | +161.5% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling