+128.5%
EEM vs RIO
+608.6%
-480.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -1.3% | -3.2% | +2.0% | +0.1% |
| 30D | +2.1% | +0.9% | +1.2% | +1.6% |
| 3M | +1.0% | -1.4% | +2.5% | +1.4% |
| 6M | +15.9% | +10.9% | +5.0% | +10.6% |
| YTD | +24.6% | +31.2% | -6.6% | +10.5% |
| 1Y | +32.3% | +67.9% | -35.6% | +5.4% |
| 3Y | +85.9% | +88.8% | -2.9% | +39.1% |
| 5Y | +45.4% | +93.1% | -47.7% | +4.4% |
| All | +128.5% | +608.6% | -480.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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