+303.5%
EWY vs RIO
+608.6%
-305.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +3.0% |
| 7D | -0.1% | -3.2% | +3.1% | +1.6% |
| 30D | +7.3% | +0.9% | +6.4% | +6.8% |
| 3M | -5.1% | -1.4% | -3.7% | -4.2% |
| 6M | +42.1% | +10.9% | +31.1% | +37.0% |
| YTD | +94.1% | +31.2% | +62.9% | +73.4% |
| 1Y | +147.8% | +67.9% | +79.9% | +97.7% |
| 3Y | +222.9% | +88.8% | +134.1% | +140.8% |
| 5Y | +150.6% | +93.1% | +57.5% | +78.8% |
| All | +303.5% | +608.6% | -305.2% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling