+83.6%
EEM vs RIO
+87.1%
-3.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -0.1% |
| 7D | -0.7% | -3.4% | +2.7% | +0.9% |
| 30D | +2.4% | +0.6% | +1.8% | +2.0% |
| 3M | +4.2% | +2.5% | +1.6% | +2.6% |
| 6M | +14.8% | +10.8% | +4.0% | +9.2% |
| YTD | +23.1% | +30.5% | -7.4% | +8.8% |
| 1Y | +32.5% | +68.1% | -35.6% | +4.4% |
| All | +83.6% | +87.1% | -3.5% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling