+93.7%
FAST vs RIO
+49.3%
+44.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.1% | +2.2% | -0.2% | +1.7% |
| 30D | +6.9% | -10.1% | +17.0% | +8.9% |
| 3M | +4.8% | -14.1% | +19.0% | +7.6% |
| 6M | +19.8% | -18.9% | +38.7% | +24.1% |
| YTD | +34.9% | +9.9% | +25.0% | +30.0% |
| 1Y | +32.8% | +27.0% | +5.8% | +23.7% |
| 3Y | +93.7% | +50.1% | +43.7% | +69.2% |
| All | +93.7% | +49.3% | +44.4% | +69.2% |
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