+25.0%
FLEX vs RIO
+29.3%
-4.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.6% | -15.9% | -15.7% |
| 7D | -17.0% | -1.6% | -15.4% | -16.1% |
| 30D | -33.8% | -11.6% | -22.3% | -25.5% |
| 3M | -39.0% | -12.7% | -26.3% | -31.1% |
| 6M | -15.9% | -12.4% | -3.5% | -4.1% |
| YTD | +27.8% | +11.0% | +16.8% | +22.0% |
| 1Y | +25.0% | +30.8% | -5.9% | -9.0% |
| All | +25.0% | +29.3% | -4.4% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling