+4,914.6%
RIO vs ES
+1,413.7%
+3,500.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.7% |
| 7D | +2.2% | +1.9% | +0.4% | +1.5% |
| 30D | -10.1% | +7.1% | -17.2% | -12.5% |
| 3M | -14.1% | -1.9% | -12.2% | -13.8% |
| 6M | -18.9% | +4.4% | -23.3% | -20.7% |
| YTD | +9.9% | +7.3% | +2.6% | +6.1% |
| 1Y | +27.0% | +2.1% | +24.8% | +24.3% |
| 3Y | +50.1% | +41.8% | +8.2% | +27.4% |
| 5Y | +95.3% | +1.4% | +93.8% | +84.9% |
| 10Y | +425.9% | +86.8% | +339.1% | +272.8% |
| All | +4,914.6% | +1,413.7% | +3,500.9% | +1,906.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling