+448.7%
FIX vs RIO
+49.3%
+399.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.1% |
| 7D | -17.5% | +2.2% | -19.7% | -18.6% |
| 30D | -41.6% | -10.1% | -31.4% | -38.3% |
| 3M | -40.6% | -14.1% | -26.5% | -36.1% |
| 6M | -49.4% | -18.9% | -30.5% | -44.1% |
| YTD | +9.2% | +9.9% | -0.7% | +6.3% |
| 1Y | +6.5% | +27.0% | -20.5% | -1.9% |
| 3Y | +448.7% | +50.1% | +398.6% | +347.5% |
| All | +448.7% | +49.3% | +399.4% | +347.5% |
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 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