+652.8%
FLEX vs RIO
+365.5%
+287.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.5% |
| 7D | +2.2% | +0.5% | +1.8% | +2.3% |
| 30D | -32.6% | -9.9% | -22.7% | -28.2% |
| 3M | -35.5% | -14.0% | -21.5% | -29.5% |
| 6M | -45.6% | -19.5% | -26.0% | -38.3% |
| YTD | +30.7% | +11.5% | +19.2% | +24.8% |
| 1Y | +28.4% | +26.9% | +1.4% | +14.4% |
| 3Y | +301.7% | +55.1% | +246.5% | +217.6% |
| 5Y | +473.3% | +90.7% | +382.6% | +282.9% |
| All | +652.8% | +365.5% | +287.3% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling