+6.9%
EMB vs RIO
+101.7%
-94.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | 0.0% | +1.0% | -0.9% | -0.1% |
| 30D | -0.3% | +4.0% | -4.3% | -0.8% |
| 3M | -0.3% | +4.5% | -4.8% | -0.9% |
| 6M | +0.7% | +17.3% | -16.6% | -1.4% |
| YTD | +1.3% | +36.2% | -34.9% | -2.8% |
| 1Y | +4.7% | +76.1% | -71.5% | -2.7% |
| 3Y | +30.1% | +102.5% | -72.4% | +18.1% |
| 5Y | +6.9% | +103.5% | -96.7% | -3.9% |
| All | +6.9% | +101.7% | -94.8% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling