+26.4%
EWJ vs RIO
+69.4%
-43.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +0.3% | -3.2% | +3.5% | +1.5% |
| 30D | +0.8% | +0.9% | -0.1% | +0.2% |
| 3M | +7.5% | -1.4% | +8.9% | +7.6% |
| 6M | +15.6% | +10.9% | +4.6% | +9.3% |
| YTD | +22.7% | +31.2% | -8.5% | +11.5% |
| 1Y | +26.4% | +67.9% | -41.5% | +6.6% |
| All | +26.4% | +69.4% | -43.0% | +6.6% |
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