+623.3%
RIO vs ET
+1,447.8%
-824.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +1.0% | +0.6% | +0.3% | +0.7% |
| 30D | +4.0% | +5.3% | -1.3% | +1.9% |
| 3M | +4.5% | +15.6% | -11.1% | -1.4% |
| 6M | +17.3% | +20.6% | -3.3% | +8.6% |
| YTD | +36.2% | +38.5% | -2.4% | +19.5% |
| 1Y | +76.1% | +35.7% | +40.4% | +55.6% |
| 3Y | +102.5% | +98.4% | +4.2% | +51.9% |
| 5Y | +103.5% | +245.3% | -141.8% | +21.9% |
| 10Y | +619.2% | +173.7% | +445.4% | +315.0% |
| All | +623.3% | +1,447.8% | -824.5% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling