+351.3%
FERG vs RIO
+608.6%
-257.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.6% | -3.2% | +0.6% | -2.1% |
| 30D | -8.9% | +0.9% | -9.8% | -9.1% |
| 3M | -2.0% | -1.4% | -0.6% | -1.9% |
| 6M | -3.2% | +10.9% | -14.1% | -5.0% |
| YTD | +1.5% | +31.2% | -29.7% | -2.9% |
| 1Y | +0.5% | +67.9% | -67.4% | -7.4% |
| 3Y | +50.4% | +88.8% | -38.4% | +35.8% |
| 5Y | +68.7% | +93.1% | -24.4% | +50.6% |
| All | +351.3% | +608.6% | -257.3% | +292.2% |
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 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