+282.7%
FLEX vs RIO
+51.7%
+231.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | +7.5% | -0.9% | +8.4% | +8.5% |
| 30D | -25.3% | -9.1% | -16.2% | -19.6% |
| 3M | -39.7% | -13.7% | -26.0% | -32.6% |
| 6M | -47.9% | -24.3% | -23.5% | -36.2% |
| YTD | +24.1% | +8.9% | +15.2% | +22.2% |
| 1Y | +26.0% | +22.7% | +3.3% | +15.7% |
| 3Y | +282.7% | +51.2% | +231.5% | +205.6% |
| All | +282.7% | +51.7% | +231.0% | +205.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling