+584.5%
RIO vs ESI
+312.8%
+271.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -3.2% | -4.6% | +1.4% | -1.5% |
| 30D | +0.9% | -10.5% | +11.4% | +4.8% |
| 3M | -1.4% | -19.8% | +18.4% | +5.6% |
| 6M | +10.9% | +5.8% | +5.1% | +6.4% |
| YTD | +31.2% | +38.3% | -7.1% | +13.3% |
| 1Y | +67.9% | +31.5% | +36.4% | +46.8% |
| 3Y | +88.8% | +80.7% | +8.1% | +41.8% |
| 5Y | +93.1% | +69.4% | +23.7% | +44.0% |
| All | +584.5% | +312.8% | +271.7% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling