+37.4%
FAST vs RIO
+27.0%
+10.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | +8.3% | -9.9% | +18.2% | +9.8% |
| 3M | +6.5% | -14.0% | +20.5% | +8.5% |
| 6M | +29.5% | -19.5% | +49.0% | +33.5% |
| YTD | +41.3% | +11.5% | +29.7% | +33.9% |
| 1Y | +37.4% | +26.9% | +10.5% | +23.5% |
| All | +37.4% | +27.0% | +10.3% | +23.5% |
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