+640.4%
FLEX vs RIO
+392.9%
+247.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.2% | +8.8% | +10.2% |
| 7D | -7.2% | +4.4% | -11.6% | -9.5% |
| 30D | -34.8% | -8.9% | -25.9% | -31.0% |
| 3M | -35.6% | -12.7% | -22.9% | -30.3% |
| 6M | -45.0% | -16.2% | -28.8% | -39.1% |
| YTD | +29.4% | +13.4% | +16.0% | +22.4% |
| 1Y | +24.8% | +30.9% | -6.1% | +9.3% |
| 3Y | +304.4% | +60.2% | +244.2% | +214.2% |
| 5Y | +484.1% | +98.9% | +385.2% | +280.7% |
| 10Y | +640.4% | +381.4% | +259.0% | +230.2% |
| All | +640.4% | +392.9% | +247.5% | +230.2% |
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