-3.9%
FERG vs RIO
+27.1%
-31.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.7% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | +5.5% | -13.3% | +18.8% | +10.0% |
| 3M | -7.3% | -16.3% | +8.9% | -2.5% |
| 6M | -6.1% | -15.4% | +9.4% | -2.1% |
| YTD | +7.5% | +9.2% | -1.7% | +4.3% |
| 1Y | -3.9% | +26.5% | -30.4% | -13.7% |
| All | -3.9% | +27.1% | -31.0% | -13.7% |
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