+14.5%
FIX vs RIO
+29.6%
-15.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.2% | +6.2% | +7.2% |
| 7D | -7.2% | +4.4% | -11.7% | -10.1% |
| 30D | -35.1% | -8.9% | -26.3% | -30.8% |
| 3M | -34.3% | -12.7% | -21.6% | -28.2% |
| 6M | -42.9% | -16.2% | -26.7% | -36.4% |
| YTD | +19.5% | +13.4% | +6.0% | +9.4% |
| All | +14.5% | +29.6% | -15.1% | -4.3% |
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 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