+90.3%
RIO vs ES
+6.6%
+83.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.9% | +2.7% | -3.6% | -1.6% |
| 30D | -9.1% | +7.6% | -16.7% | -10.7% |
| 3M | -13.7% | +0.5% | -14.2% | -13.9% |
| 6M | -24.3% | +7.6% | -31.9% | -26.0% |
| YTD | +8.9% | +10.2% | -1.3% | +5.7% |
| 1Y | +22.7% | +1.8% | +20.8% | +21.1% |
| 3Y | +51.2% | +55.4% | -4.2% | +30.2% |
| All | +90.3% | +6.6% | +83.8% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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