+49.2%
EWJ vs RIO
+90.3%
-41.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.8% |
| 7D | -1.5% | -3.4% | +1.9% | -0.5% |
| 30D | +0.2% | +0.6% | -0.4% | -0.1% |
| 3M | +8.6% | +2.5% | +6.1% | +7.5% |
| 6M | +12.1% | +10.8% | +1.4% | +8.2% |
| YTD | +20.1% | +30.5% | -10.4% | +10.2% |
| 1Y | +25.2% | +68.1% | -43.0% | +6.4% |
| 3Y | +70.8% | +94.0% | -23.3% | +38.1% |
| 5Y | +49.2% | +92.0% | -42.8% | +18.6% |
| All | +49.2% | +90.3% | -41.2% | +18.6% |
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 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