+51.4%
FE vs RIO
+51.7%
-0.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.2% | -0.9% | +2.2% | +1.3% |
| 30D | +4.5% | -9.1% | +13.6% | +5.3% |
| 3M | +1.3% | -13.7% | +15.0% | +2.4% |
| 6M | +8.7% | -24.3% | +33.0% | +11.1% |
| YTD | +9.2% | +8.9% | +0.3% | +6.3% |
| 1Y | +7.0% | +22.7% | -15.7% | +2.2% |
| 3Y | +51.4% | +51.2% | +0.2% | +35.0% |
| All | +51.4% | +51.7% | -0.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling