+1,086.7%
FLEX vs RIO
+605.0%
+481.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +6.4% | +1.0% | +5.4% | +5.8% |
| 30D | -5.9% | +4.0% | -9.9% | -8.2% |
| 3M | -23.5% | +4.5% | -28.0% | -25.5% |
| 6M | +83.7% | +17.3% | +66.4% | +69.5% |
| YTD | +86.5% | +36.2% | +50.3% | +58.6% |
| 1Y | +100.5% | +76.1% | +24.4% | +49.0% |
| 3Y | +469.8% | +102.5% | +367.3% | +288.2% |
| 5Y | +725.7% | +103.5% | +622.1% | +434.2% |
| 10Y | +1,086.7% | +619.2% | +467.5% | +361.6% |
| All | +1,086.7% | +605.0% | +481.8% | +361.6% |
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