+584.5%
RIO vs ET
+177.0%
+407.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | +0.9% | +2.9% | -1.9% | 0.0% |
| 3M | -1.4% | +16.8% | -18.2% | -6.3% |
| 6M | +10.9% | +18.9% | -7.9% | +4.6% |
| YTD | +31.2% | +37.7% | -6.5% | +17.9% |
| 1Y | +67.9% | +32.4% | +35.5% | +52.7% |
| 3Y | +88.8% | +99.5% | -10.7% | +48.3% |
| 5Y | +93.1% | +244.0% | -150.8% | +27.0% |
| All | +584.5% | +177.0% | +407.5% | +363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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