+6,084.9%
RIO vs ES
+1,422.0%
+4,662.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +4.0% | -2.0% | +5.9% | +4.6% |
| 3M | +0.1% | +1.7% | -1.5% | -0.9% |
| 6M | +12.7% | -3.5% | +16.3% | +13.7% |
| YTD | +35.6% | +7.9% | +27.7% | +30.9% |
| 1Y | +73.7% | +17.2% | +56.5% | +61.4% |
| 3Y | +93.3% | +29.3% | +64.0% | +69.8% |
| 5Y | +92.4% | -5.7% | +98.2% | +87.6% |
| 10Y | +606.9% | +85.2% | +521.7% | +403.9% |
| All | +6,084.9% | +1,422.0% | +4,662.9% | +2,374.7% |
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