+12,471.5%
FIX vs RIO
+2,579.7%
+9,891.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | -15.9% | +0.1% | -16.0% | -15.9% |
| 6M | +12.7% | +12.7% | 0.0% | +8.8% |
| YTD | +72.8% | +35.6% | +37.2% | +57.5% |
| 1Y | +122.9% | +73.7% | +49.2% | +88.5% |
| 3Y | +774.3% | +93.3% | +681.0% | +608.9% |
| 5Y | +2,049.5% | +92.4% | +1,957.0% | +1,597.8% |
| 10Y | +5,821.5% | +606.9% | +5,214.5% | +3,070.1% |
| All | +12,471.5% | +2,579.7% | +9,891.8% | +4,685.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling