+47.4%
EWZ vs RIO
+377.7%
-330.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -1.5% | +2.2% | -3.7% | -2.8% |
| 30D | -24.5% | -10.1% | -14.4% | -19.8% |
| 3M | -10.7% | -14.1% | +3.4% | -2.7% |
| 6M | -19.1% | -18.9% | -0.2% | -9.6% |
| YTD | +1.6% | +9.9% | -8.3% | -5.8% |
| 1Y | +4.3% | +27.0% | -22.7% | -11.4% |
| 3Y | +19.0% | +50.1% | -31.1% | -10.9% |
| 5Y | +57.7% | +95.3% | -37.6% | -4.9% |
| All | +47.4% | +377.7% | -330.4% | -43.6% |
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