-49.4%
FIX vs RIO
-17.0%
-32.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.0% |
| 7D | -17.5% | +2.2% | -19.7% | -18.8% |
| 30D | -41.6% | -10.1% | -31.4% | -36.9% |
| 3M | -40.6% | -14.1% | -26.5% | -34.6% |
| 6M | -49.4% | -18.9% | -30.5% | -42.8% |
| All | -49.4% | -17.0% | -32.4% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling