+69.2%
FERG vs RIO
+98.7%
-29.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +0.9% | +1.0% | -0.1% | +0.6% |
| 30D | -15.1% | +4.0% | -19.1% | -16.1% |
| 3M | -4.8% | +4.5% | -9.4% | -6.3% |
| 6M | -2.5% | +17.3% | -19.8% | -7.6% |
| YTD | +1.8% | +36.2% | -34.4% | -8.0% |
| 1Y | -0.3% | +76.1% | -76.5% | -16.8% |
| 3Y | +52.9% | +102.5% | -49.6% | +20.9% |
| All | +69.2% | +98.7% | -29.4% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling