+4.8%
FE vs RIO
+26.8%
-22.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -0.5% | +3.6% | -4.1% | -0.5% |
| 30D | +4.3% | -10.8% | +15.1% | +4.2% |
| 3M | +0.4% | -15.2% | +15.6% | +0.2% |
| 6M | +6.9% | -18.0% | +25.0% | +6.7% |
| YTD | +8.0% | +11.0% | -3.0% | +6.5% |
| 1Y | +4.8% | +26.4% | -21.5% | +3.7% |
| All | +4.8% | +26.8% | -22.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling