+1,526.4%
FERG vs RIO
+296.8%
+1,229.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +9.7% | -0.9% | +10.7% | +9.9% |
| 30D | +15.0% | -9.1% | +24.1% | +16.1% |
| 3M | +3.8% | -13.7% | +17.4% | +5.2% |
| 6M | +10.6% | -24.3% | +35.0% | +13.5% |
| YTD | +17.0% | +8.9% | +8.1% | +16.0% |
| 1Y | +7.1% | +22.7% | -15.6% | +5.1% |
| 3Y | +67.7% | +51.2% | +16.6% | +61.4% |
| 5Y | +76.4% | +88.1% | -11.7% | +67.3% |
| 10Y | +424.2% | +352.3% | +71.9% | +381.9% |
| All | +1,526.4% | +296.8% | +1,229.6% | +1,426.3% |
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