+4,988.9%
RIO vs ES
+1,428.8%
+3,560.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -9.9% | +6.7% | -16.6% | -12.2% |
| 3M | -14.0% | +0.3% | -14.4% | -14.4% |
| 6M | -19.5% | +7.4% | -26.9% | -22.1% |
| YTD | +11.5% | +8.4% | +3.1% | +7.3% |
| 1Y | +26.9% | +0.6% | +26.3% | +24.9% |
| 3Y | +55.1% | +50.6% | +4.5% | +28.8% |
| 5Y | +90.7% | +4.8% | +85.9% | +78.5% |
| 10Y | +363.3% | +93.1% | +270.2% | +224.6% |
| All | +4,988.9% | +1,428.8% | +3,560.0% | +1,929.1% |
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