+18.7%
EWZ vs RIO
+51.7%
-33.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +0.8% | -0.9% | +1.7% | +1.2% |
| 30D | -24.4% | -9.1% | -15.3% | -21.1% |
| 3M | -4.6% | -13.7% | +9.1% | +1.7% |
| 6M | -11.6% | -24.3% | +12.8% | -0.3% |
| YTD | +2.4% | +8.9% | -6.5% | -2.8% |
| 1Y | +2.1% | +22.7% | -20.6% | -8.1% |
| 3Y | +18.7% | +51.2% | -32.5% | -4.6% |
| All | +18.7% | +51.7% | -33.0% | -4.6% |
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 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