+131.7%
EMB vs RIO
+242.7%
-111.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -0.3% | +4.0% | -4.3% | -0.5% |
| 3M | -0.4% | +0.1% | -0.5% | -0.5% |
| 6M | +0.1% | +12.7% | -12.6% | -0.7% |
| YTD | +1.6% | +35.6% | -34.0% | -0.3% |
| 1Y | +5.6% | +73.7% | -68.1% | +2.2% |
| 3Y | +29.8% | +93.3% | -63.5% | +24.6% |
| 5Y | +7.3% | +92.4% | -85.2% | +2.5% |
| 10Y | +30.4% | +606.9% | -576.5% | +17.5% |
| All | +131.7% | +242.7% | -111.0% | +113.9% |
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 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