+226.4%
EWY vs RIO
+95.3%
+131.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +6.7% | +1.0% | +5.7% | +6.0% |
| 30D | +17.0% | +4.0% | +12.9% | +13.6% |
| 3M | +3.7% | +4.5% | -0.9% | +0.6% |
| 6M | +42.5% | +17.3% | +25.1% | +31.0% |
| YTD | +96.2% | +36.2% | +60.1% | +68.0% |
| 1Y | +160.4% | +76.1% | +84.2% | +96.6% |
| All | +226.4% | +95.3% | +131.2% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling