+84.1%
EWZ vs RIO
+600.2%
-516.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.7% |
| 7D | +5.6% | +1.9% | +3.6% | +4.4% |
| 30D | +9.3% | +5.0% | +4.3% | +6.1% |
| 3M | +15.7% | +5.1% | +10.6% | +11.8% |
| 6M | +7.4% | +17.6% | -10.2% | -3.4% |
| YTD | +22.7% | +36.3% | -13.6% | +0.7% |
| 1Y | +36.4% | +71.2% | -34.8% | -2.5% |
| 3Y | +50.4% | +102.7% | -52.3% | -5.2% |
| 5Y | +67.6% | +99.6% | -31.9% | +2.0% |
| 10Y | +84.1% | +603.1% | -519.1% | -45.8% |
| All | +84.1% | +600.2% | -516.2% | -45.8% |
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 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