+1,052.1%
FIX vs RIO
+89.6%
+962.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.1% |
| 7D | +17.0% | +0.1% | +16.9% | +17.1% |
| 30D | -30.6% | -10.5% | -20.1% | -27.6% |
| 3M | -35.0% | -15.9% | -19.1% | -30.8% |
| 6M | -44.0% | -22.3% | -21.7% | -38.8% |
| YTD | +21.1% | +9.3% | +11.8% | +19.1% |
| 1Y | +16.3% | +23.0% | -6.8% | +10.5% |
| 3Y | +507.4% | +52.1% | +455.3% | +437.0% |
| 5Y | +1,052.1% | +88.9% | +963.2% | +846.6% |
| All | +1,052.1% | +89.6% | +962.5% | +846.6% |
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