+149.8%
FDX vs RIO
+356.2%
-206.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | +9.9% | -10.5% | +20.4% | +14.5% |
| 3M | -1.9% | -15.9% | +14.0% | +4.4% |
| 6M | +6.1% | -22.3% | +28.4% | +15.9% |
| YTD | +38.8% | +9.3% | +29.5% | +31.7% |
| 1Y | +50.0% | +23.0% | +27.0% | +35.7% |
| 3Y | +71.0% | +52.1% | +19.0% | +40.3% |
| 5Y | +72.5% | +88.9% | -16.4% | +24.0% |
| All | +149.8% | +356.2% | -206.5% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling