+90.0%
RIO vs ES
+1.4%
+88.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.3% |
| 7D | +2.2% | +1.9% | +0.4% | +1.8% |
| 30D | -10.1% | +7.1% | -17.2% | -11.6% |
| 3M | -14.1% | -1.9% | -12.2% | -13.9% |
| 6M | -18.9% | +4.4% | -23.3% | -20.1% |
| YTD | +9.9% | +7.3% | +2.6% | +7.4% |
| 1Y | +27.0% | +2.1% | +24.8% | +25.2% |
| 3Y | +50.1% | +41.8% | +8.2% | +32.9% |
| All | +90.0% | +1.4% | +88.6% | +85.8% |
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