+142.7%
EWY vs RIO
+90.3%
+52.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.2% | 0.0% | -1.9% |
| 7D | +1.2% | -3.4% | +4.6% | +3.2% |
| 30D | +9.3% | +0.6% | +8.7% | +9.0% |
| 3M | +2.4% | +2.5% | -0.1% | +1.4% |
| 6M | +40.3% | +10.8% | +29.5% | +35.4% |
| YTD | +88.0% | +30.5% | +57.5% | +69.4% |
| 1Y | +143.8% | +68.1% | +75.7% | +97.3% |
| 3Y | +217.8% | +94.0% | +123.7% | +139.7% |
| 5Y | +142.7% | +92.0% | +50.7% | +80.9% |
| All | +142.7% | +90.3% | +52.4% | +80.9% |
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