+154.7%
EWJ vs RIO
+3,396.1%
-3,241.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +2.9% | +1.9% | +0.9% | +2.4% |
| 30D | +1.1% | +5.0% | -3.9% | -0.3% |
| 3M | +7.1% | +5.1% | +2.0% | +5.6% |
| 6M | +16.2% | +17.6% | -1.4% | +11.1% |
| YTD | +22.0% | +36.3% | -14.3% | +12.0% |
| 1Y | +26.2% | +71.2% | -45.0% | +9.1% |
| 3Y | +73.5% | +102.7% | -29.2% | +42.4% |
| 5Y | +52.7% | +99.6% | -46.9% | +23.3% |
| 10Y | +138.5% | +603.1% | -464.6% | +33.8% |
| All | +154.7% | +3,396.1% | -3,241.4% | -26.3% |
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