+3,885.0%
EMR vs RIO
+6,008.3%
-2,123.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -5.6% | +4.0% | -9.6% | -6.9% |
| 3M | +7.9% | +0.1% | +7.8% | +7.7% |
| 6M | +6.0% | +12.7% | -6.7% | +1.6% |
| YTD | +16.4% | +35.6% | -19.1% | +4.7% |
| 1Y | +16.6% | +73.7% | -57.1% | -3.6% |
| 3Y | +62.9% | +93.3% | -30.4% | +28.9% |
| 5Y | +60.1% | +92.4% | -32.3% | +24.1% |
| 10Y | +268.7% | +606.9% | -338.2% | +87.3% |
| All | +3,885.0% | +6,008.3% | -2,123.3% | +1,037.3% |
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