+777.0%
FIX vs RIO
+92.9%
+684.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +6.0% | 0.0% | +6.1% | +6.0% |
| 30D | -7.2% | +4.0% | -11.2% | -9.2% |
| 3M | -15.9% | +0.1% | -16.0% | -16.2% |
| 6M | +12.7% | +12.7% | 0.0% | +6.2% |
| YTD | +72.8% | +35.6% | +37.2% | +50.9% |
| 1Y | +122.9% | +73.7% | +49.2% | +76.6% |
| All | +777.0% | +92.9% | +684.1% | +527.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling