+241.3%
RIO vs EQH
+234.7%
+6.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -3.2% | +0.7% | -3.9% | -3.5% |
| 30D | +0.9% | +2.8% | -1.9% | -0.4% |
| 3M | -1.4% | +23.1% | -24.5% | -9.4% |
| 6M | +10.9% | +41.4% | -30.5% | -3.8% |
| YTD | +31.2% | +14.3% | +17.0% | +22.7% |
| 1Y | +67.9% | +1.6% | +66.3% | +63.5% |
| 3Y | +88.8% | +102.7% | -13.9% | +32.7% |
| 5Y | +93.1% | +104.5% | -11.4% | +30.4% |
| All | +241.3% | +234.7% | +6.6% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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