+3,759.0%
FIX vs RIO
+364.8%
+3,394.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.8% |
| 7D | +6.4% | +0.5% | +6.0% | +6.4% |
| 30D | -29.1% | -9.9% | -19.2% | -25.6% |
| 3M | -31.1% | -14.0% | -17.1% | -26.4% |
| 6M | -42.8% | -19.5% | -23.3% | -37.1% |
| YTD | +24.6% | +11.5% | +13.1% | +18.9% |
| 1Y | +21.9% | +26.9% | -5.0% | +10.1% |
| 3Y | +524.9% | +55.1% | +469.8% | +407.6% |
| 5Y | +1,092.2% | +90.7% | +1,001.5% | +733.6% |
| 10Y | +3,759.0% | +363.3% | +3,395.7% | +1,739.3% |
| All | +3,759.0% | +364.8% | +3,394.3% | +1,739.3% |
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 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