+4,107.9%
RIO vs EME
+62,686.4%
-58,578.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.4% |
| 7D | +1.9% | +5.2% | -3.2% | -0.1% |
| 30D | +5.0% | -5.4% | +10.3% | +6.9% |
| 3M | +5.1% | -6.1% | +11.2% | +6.2% |
| 6M | +17.6% | +9.7% | +8.0% | +11.5% |
| YTD | +36.3% | +26.6% | +9.7% | +21.4% |
| 1Y | +71.2% | +24.6% | +46.5% | +51.0% |
| 3Y | +102.7% | +249.6% | -146.9% | +9.8% |
| 5Y | +99.6% | +556.6% | -457.0% | -19.4% |
| 10Y | +603.1% | +1,286.6% | -683.5% | +95.9% |
| All | +4,107.9% | +62,686.4% | -58,578.5% | +583.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling