+424.2%
FERG vs RIO
+354.4%
+69.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +9.7% | -0.9% | +10.7% | +10.0% |
| 30D | +15.0% | -9.1% | +24.1% | +16.9% |
| 3M | +3.8% | -13.7% | +17.4% | +6.2% |
| 6M | +10.6% | -24.3% | +35.0% | +15.5% |
| YTD | +17.0% | +8.9% | +8.1% | +15.3% |
| 1Y | +7.1% | +22.7% | -15.6% | +3.6% |
| 3Y | +67.7% | +51.2% | +16.6% | +56.7% |
| 5Y | +76.4% | +88.1% | -11.7% | +61.2% |
| All | +424.2% | +354.4% | +69.8% | +372.0% |
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 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