+89.1%
EMR vs RIO
+92.1%
-3.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.3% |
| 7D | +0.7% | +3.6% | -2.9% | -0.7% |
| 30D | +3.5% | -10.8% | +14.3% | +8.5% |
| 3M | +5.9% | -15.2% | +21.1% | +13.0% |
| 6M | +19.4% | -18.0% | +37.5% | +28.8% |
| YTD | +27.7% | +11.0% | +16.7% | +21.7% |
| 1Y | +30.9% | +26.4% | +4.6% | +18.5% |
| 3Y | +104.2% | +54.4% | +49.8% | +68.4% |
| All | +89.1% | +92.1% | -3.0% | +37.0% |
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