+4,268.8%
EMR vs RIO
+4,900.4%
-631.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.4% |
| 7D | +0.7% | +3.6% | -2.9% | -0.4% |
| 30D | +3.5% | -10.8% | +14.3% | +7.5% |
| 3M | +5.9% | -15.2% | +21.1% | +11.7% |
| 6M | +19.4% | -18.0% | +37.5% | +27.1% |
| YTD | +27.7% | +11.0% | +16.7% | +22.7% |
| 1Y | +30.9% | +26.4% | +4.6% | +20.5% |
| 3Y | +104.2% | +54.4% | +49.8% | +74.2% |
| 5Y | +89.6% | +98.1% | -8.5% | +46.0% |
| 10Y | +280.0% | +358.5% | -78.5% | +121.4% |
| All | +4,268.8% | +4,900.4% | -631.6% | +1,232.3% |
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