+7,843.3%
FIX vs RIO
+2,072.7%
+5,770.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.2% |
| 7D | -17.5% | +2.2% | -19.7% | -18.2% |
| 30D | -41.6% | -10.1% | -31.4% | -39.6% |
| 3M | -40.6% | -14.1% | -26.5% | -37.8% |
| 6M | -49.4% | -18.9% | -30.5% | -46.0% |
| YTD | +9.2% | +9.9% | -0.7% | +6.2% |
| 1Y | +6.5% | +27.0% | -20.5% | -0.9% |
| 3Y | +448.7% | +50.1% | +398.6% | +381.0% |
| 5Y | +948.7% | +95.3% | +853.5% | +726.9% |
| 10Y | +3,659.7% | +425.9% | +3,233.8% | +2,102.7% |
| All | +7,843.3% | +2,072.7% | +5,770.7% | +3,125.7% |
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