+99.6%
RIO vs ESI
+77.4%
+22.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | +1.9% | +5.4% | -3.5% | +0.2% |
| 30D | +5.0% | -4.2% | +9.1% | +6.2% |
| 3M | +5.1% | -9.6% | +14.7% | +7.5% |
| 6M | +17.6% | +18.3% | -0.7% | +9.1% |
| YTD | +36.3% | +45.8% | -9.5% | +17.1% |
| 1Y | +71.2% | +39.2% | +32.0% | +48.7% |
| 3Y | +102.7% | +86.3% | +16.4% | +53.2% |
| 5Y | +99.6% | +76.2% | +23.4% | +42.7% |
| All | +99.6% | +77.4% | +22.2% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling