+92.0%
RIO vs EME
+540.8%
-448.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.0% |
| 7D | -3.4% | +0.9% | -4.3% | -3.5% |
| 30D | +0.6% | -8.4% | +9.0% | +2.2% |
| 3M | +2.5% | -3.6% | +6.1% | +2.7% |
| 6M | +10.8% | +3.6% | +7.2% | +9.5% |
| YTD | +30.5% | +22.5% | +8.0% | +24.9% |
| 1Y | +68.1% | +18.2% | +49.9% | +60.8% |
| 3Y | +94.0% | +238.4% | -144.3% | +37.2% |
| 5Y | +92.0% | +550.5% | -458.5% | +3.1% |
| All | +92.0% | +540.8% | -448.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling