+1,577.3%
FERG vs RIO
+306.4%
+1,270.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.9% |
| 7D | +6.4% | +0.5% | +5.9% | +6.4% |
| 30D | +19.9% | -9.9% | +29.8% | +21.1% |
| 3M | +5.6% | -14.0% | +19.6% | +7.1% |
| 6M | +9.2% | -19.5% | +28.8% | +11.4% |
| YTD | +20.6% | +11.5% | +9.1% | +19.4% |
| 1Y | +5.7% | +26.9% | -21.3% | +3.4% |
| 3Y | +73.6% | +55.1% | +18.5% | +66.6% |
| 5Y | +86.2% | +90.7% | -4.5% | +76.2% |
| 10Y | +440.7% | +363.3% | +77.3% | +395.7% |
| All | +1,577.3% | +306.4% | +1,270.9% | +1,470.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling