+3,800.0%
FIX vs RIO
+392.9%
+3,407.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.2% | +6.2% | +8.0% |
| 7D | -7.2% | +4.4% | -11.7% | -9.2% |
| 30D | -35.1% | -8.9% | -26.3% | -32.3% |
| 3M | -34.3% | -12.7% | -21.6% | -30.2% |
| 6M | -42.9% | -16.2% | -26.7% | -38.3% |
| YTD | +19.5% | +13.4% | +6.0% | +13.1% |
| 1Y | +16.8% | +30.9% | -14.1% | +4.0% |
| 3Y | +506.7% | +60.2% | +446.5% | +385.6% |
| 5Y | +1,046.7% | +98.9% | +947.8% | +684.2% |
| 10Y | +3,800.0% | +381.4% | +3,418.5% | +1,726.8% |
| All | +3,800.0% | +392.9% | +3,407.1% | +1,726.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling