-63.2%
FLUT vs RIO
+29.3%
-92.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.1% |
| 7D | +4.2% | -1.6% | +5.7% | +4.0% |
| 30D | +8.0% | -11.6% | +19.6% | +7.3% |
| 3M | -22.1% | -12.7% | -9.4% | -22.5% |
| 6M | -21.7% | -12.4% | -9.3% | -21.6% |
| YTD | -62.0% | +11.0% | -73.0% | -63.7% |
| 1Y | -63.2% | +30.8% | -94.0% | -68.4% |
| All | -63.2% | +29.3% | -92.5% | -68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling