+746.2%
EEM vs RIO
+1,533.9%
-787.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | -5.4% | -9.1% | +3.7% | -1.1% |
| 3M | -8.6% | -13.7% | +5.0% | -2.2% |
| 6M | -8.9% | -24.3% | +15.5% | +3.5% |
| YTD | +11.9% | +8.9% | +3.0% | +6.9% |
| 1Y | +13.1% | +22.7% | -9.6% | +2.0% |
| 3Y | +70.7% | +51.2% | +19.5% | +37.7% |
| 5Y | +31.8% | +88.1% | -56.4% | -7.5% |
| 10Y | +119.5% | +352.3% | -232.8% | -4.9% |
| All | +746.2% | +1,533.9% | -787.7% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling