+1,348.4%
FERG vs RIO
+393.9%
+954.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.2% | +4.0% | -14.1% | -10.5% |
| 3M | -0.6% | +0.1% | -0.7% | -0.7% |
| 6M | -6.5% | +12.7% | -19.2% | -7.7% |
| YTD | +4.2% | +35.6% | -31.4% | +1.2% |
| 1Y | -2.3% | +73.7% | -76.0% | -7.1% |
| 3Y | +48.5% | +93.3% | -44.8% | +39.6% |
| 5Y | +72.0% | +92.4% | -20.4% | +60.8% |
| 10Y | +369.9% | +606.9% | -237.1% | +319.7% |
| All | +1,348.4% | +393.9% | +954.5% | +1,230.9% |
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