+948.1%
FIX vs RIO
+94.1%
+854.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.2% |
| 7D | -17.5% | +2.2% | -19.7% | -18.3% |
| 30D | -41.6% | -10.1% | -31.4% | -39.2% |
| 3M | -40.6% | -14.1% | -26.5% | -37.3% |
| 6M | -49.4% | -18.9% | -30.5% | -45.5% |
| YTD | +9.2% | +9.9% | -0.7% | +7.0% |
| 1Y | +6.5% | +27.0% | -20.5% | +0.2% |
| 3Y | +448.7% | +50.1% | +398.6% | +385.9% |
| All | +948.1% | +94.1% | +854.0% | +760.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling