+2,105.4%
FIX vs RIO
+93.6%
+2,011.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +6.0% | 0.0% | +6.1% | +6.0% |
| 30D | -7.2% | +4.0% | -11.2% | -8.7% |
| 3M | -15.9% | +0.1% | -16.0% | -16.1% |
| 6M | +12.7% | +12.7% | 0.0% | +8.3% |
| YTD | +72.8% | +35.6% | +37.2% | +57.1% |
| 1Y | +122.9% | +73.7% | +49.2% | +89.0% |
| 3Y | +774.3% | +93.3% | +681.0% | +611.4% |
| All | +2,105.4% | +93.6% | +2,011.8% | +1,703.7% |
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