+67.1%
FDX vs RIO
+93.6%
-26.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +3.8% | +4.0% | -0.2% | +2.4% |
| 3M | -1.3% | +0.1% | -1.4% | -1.6% |
| 6M | +5.0% | +12.7% | -7.7% | +0.5% |
| YTD | +39.6% | +35.6% | +4.1% | +25.6% |
| 1Y | +81.1% | +73.7% | +7.4% | +50.4% |
| 3Y | +63.0% | +93.3% | -30.3% | +30.0% |
| All | +67.1% | +93.6% | -26.5% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling