+4,238.6%
EMR vs RIO
+4,806.4%
-567.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | +3.3% | -9.1% | +12.4% | +6.6% |
| 3M | +1.7% | -13.7% | +15.3% | +6.6% |
| 6M | +21.7% | -24.3% | +46.0% | +33.1% |
| YTD | +26.8% | +8.9% | +17.9% | +22.6% |
| 1Y | +31.6% | +22.7% | +8.9% | +22.3% |
| 3Y | +102.5% | +51.2% | +51.4% | +74.0% |
| 5Y | +87.5% | +88.1% | -0.6% | +47.0% |
| 10Y | +279.1% | +352.3% | -73.2% | +121.9% |
| All | +4,238.6% | +4,806.4% | -567.8% | +1,231.4% |
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