+379.3%
RIO vs ESI
+224.6%
+154.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.6% |
| 7D | 0.0% | +3.3% | -3.4% | -1.1% |
| 30D | +4.0% | -5.9% | +9.8% | +5.8% |
| 3M | +0.1% | -14.1% | +14.2% | +4.3% |
| 6M | +12.7% | +6.6% | +6.1% | +8.3% |
| YTD | +35.6% | +45.0% | -9.5% | +17.0% |
| 1Y | +73.7% | +41.5% | +32.2% | +50.4% |
| 3Y | +93.3% | +78.8% | +14.5% | +50.7% |
| 5Y | +92.4% | +70.9% | +21.5% | +48.6% |
| 10Y | +606.9% | +317.1% | +289.9% | +282.7% |
| All | +379.3% | +224.6% | +154.7% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling