+164.3%
EWY vs RIO
+73.7%
+90.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.2% |
| 7D | +4.8% | 0.0% | +4.8% | +4.9% |
| 30D | +11.7% | +4.0% | +7.7% | +7.2% |
| 3M | -7.4% | +0.1% | -7.5% | -7.5% |
| 6M | +40.6% | +12.7% | +27.8% | +28.2% |
| YTD | +94.3% | +35.6% | +58.7% | +62.1% |
| 1Y | +164.3% | +73.7% | +90.6% | +97.3% |
| All | +164.3% | +73.7% | +90.5% | +97.3% |
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 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