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  • FAST vs RIO✓SelectedUSD · RIOFAST vs RIO performance historyLatest closeAs of+0.75%09/04
Stock and ETF performance explorer

FAST vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+47,854.8%
RIO return
+6,008.3%
Excess return
+41,846.5%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D+0.8%+0.4%+0.3%+0.6%
7D-0.4%0.0%-0.3%-0.4%
30D-0.8%+4.0%-4.7%-1.9%
3M+5.8%+0.1%+5.6%+5.3%
6M+8.0%+12.7%-4.7%+3.7%
YTD+25.6%+35.6%-9.9%+14.2%
1Y+0.8%+73.7%-72.9%-14.9%
3Y+86.1%+93.3%-7.2%+50.6%
5Y+100.2%+92.4%+7.8%+57.6%
10Y+494.2%+606.9%-112.8%+213.0%
All+47,854.8%+6,008.3%+41,846.5%+12,325.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling