+256.8%
FLEX vs RIO
+49.3%
+207.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.1% |
| 7D | -19.3% | +2.2% | -21.6% | -20.9% |
| 30D | -41.5% | -10.1% | -31.4% | -36.6% |
| 3M | -43.1% | -14.1% | -29.0% | -36.5% |
| 6M | -48.2% | -18.9% | -29.3% | -39.8% |
| YTD | +15.5% | +9.9% | +5.6% | +12.7% |
| 1Y | +10.2% | +27.0% | -16.8% | -1.1% |
| 3Y | +256.8% | +50.1% | +206.8% | +184.4% |
| All | +256.8% | +49.3% | +207.5% | +184.4% |
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