+68.1%
RIO vs ESI
+34.0%
+34.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -3.0% |
| 7D | -3.4% | -2.3% | -1.0% | -2.7% |
| 30D | +0.6% | -9.0% | +9.6% | +2.9% |
| 3M | +2.5% | -13.3% | +15.8% | +5.6% |
| 6M | +10.8% | +5.3% | +5.5% | +8.2% |
| YTD | +30.5% | +37.6% | -7.1% | +18.5% |
| 1Y | +68.1% | +33.6% | +34.5% | +52.1% |
| All | +68.1% | +34.0% | +34.1% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling