+14.4%
FIX vs RIO
+29.3%
-15.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.6% | -18.7% | -17.4% |
| 7D | -18.9% | -1.6% | -17.3% | -18.2% |
| 30D | -36.3% | -11.6% | -24.7% | -30.7% |
| 3M | -38.5% | -12.7% | -25.8% | -33.1% |
| 6M | -42.3% | -12.4% | -29.9% | -37.6% |
| YTD | +17.1% | +11.0% | +6.1% | +7.5% |
| 1Y | +14.4% | +30.8% | -16.5% | -13.5% |
| All | +14.4% | +29.3% | -15.0% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling