+49.3%
FERG vs RIO
+87.1%
-37.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.3% |
| 7D | -1.0% | -3.4% | +2.3% | 0.0% |
| 30D | -11.8% | +0.6% | -12.4% | -12.1% |
| 3M | -1.2% | +2.5% | -3.8% | -2.3% |
| 6M | -2.3% | +10.8% | -13.1% | -6.3% |
| YTD | +0.8% | +30.5% | -29.7% | -8.3% |
| 1Y | +0.5% | +68.1% | -67.7% | -16.1% |
| All | +49.3% | +87.1% | -37.7% | +18.5% |
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