+185.9%
RIO vs EOSE
-58.6%
+244.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.1% |
| 7D | +1.0% | +15.0% | -14.0% | +0.2% |
| 30D | +4.0% | +2.5% | +1.6% | +3.7% |
| 3M | +4.5% | -33.7% | +38.2% | +6.0% |
| 6M | +17.3% | -32.7% | +50.1% | +18.2% |
| YTD | +36.2% | -63.8% | +100.0% | +39.7% |
| 1Y | +76.1% | -40.5% | +116.7% | +75.6% |
| 3Y | +102.5% | +50.4% | +52.2% | +85.5% |
| 5Y | +103.5% | -68.6% | +172.1% | +85.9% |
| All | +185.9% | -58.6% | +244.5% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling