+16.6%
EMR vs RIO
+73.7%
-57.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -5.6% | +4.0% | -9.6% | -7.5% |
| 3M | +7.9% | +0.1% | +7.8% | +7.7% |
| 6M | +6.0% | +12.7% | -6.7% | -0.8% |
| YTD | +16.4% | +35.6% | -19.1% | +1.3% |
| 1Y | +16.6% | +73.7% | -57.1% | -5.8% |
| All | +16.6% | +73.7% | -57.1% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling