+1,244.2%
EWY vs RIO
+2,470.2%
-1,226.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.3% |
| 7D | +8.0% | +1.9% | +6.1% | +7.1% |
| 30D | +14.3% | +5.0% | +9.4% | +11.9% |
| 3M | +2.3% | +5.1% | -2.8% | +0.4% |
| 6M | +49.9% | +17.6% | +32.2% | +41.2% |
| YTD | +95.3% | +36.3% | +59.0% | +72.6% |
| 1Y | +161.7% | +71.2% | +90.5% | +109.1% |
| 3Y | +230.2% | +102.7% | +127.5% | +142.0% |
| 5Y | +148.1% | +99.6% | +48.6% | +77.4% |
| 10Y | +293.2% | +603.1% | -309.9% | +54.6% |
| All | +1,244.2% | +2,470.2% | -1,226.0% | +138.8% |
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