-10.5%
FXI vs RIO
+29.3%
-39.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.2% |
| 7D | +6.6% | -1.6% | +8.2% | +7.0% |
| 30D | +2.2% | -11.6% | +13.8% | +5.8% |
| 3M | -4.7% | -12.7% | +8.0% | -1.2% |
| 6M | -4.7% | -12.4% | +7.7% | -0.8% |
| YTD | -9.0% | +11.0% | -20.0% | -12.2% |
| 1Y | -10.5% | +30.8% | -41.4% | -17.5% |
| All | -10.5% | +29.3% | -39.9% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling