+156.3%
FDX vs RIO
+392.9%
-236.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.2% |
| 7D | +0.2% | +4.4% | -4.2% | -1.4% |
| 30D | +9.3% | -8.9% | +18.2% | +13.2% |
| 3M | +0.5% | -12.7% | +13.2% | +5.4% |
| 6M | +5.3% | -16.2% | +21.5% | +11.7% |
| YTD | +38.6% | +13.4% | +25.2% | +29.7% |
| 1Y | +53.5% | +30.9% | +22.6% | +35.6% |
| 3Y | +74.2% | +60.2% | +14.0% | +40.1% |
| 5Y | +75.3% | +98.9% | -23.6% | +23.4% |
| 10Y | +156.3% | +381.4% | -225.2% | +28.6% |
| All | +156.3% | +392.9% | -236.6% | +28.6% |
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