+125.6%
EMB vs RIO
+175.3%
-49.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | +0.4% | -9.1% | +9.4% | +0.9% |
| 3M | -3.1% | -13.7% | +10.6% | -2.4% |
| 6M | -2.1% | -24.3% | +22.3% | -0.6% |
| YTD | -1.1% | +8.9% | -10.0% | -1.8% |
| 1Y | -0.1% | +22.7% | -22.7% | -1.4% |
| 3Y | +29.6% | +51.2% | -21.6% | +26.1% |
| 5Y | +7.2% | +88.1% | -80.9% | +2.7% |
| 10Y | +35.5% | +352.3% | -316.9% | +24.4% |
| All | +125.6% | +175.3% | -49.7% | +110.8% |
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