-26.8%
FLUT vs RIO
+354.4%
-381.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +9.3% | -9.1% | +18.3% | +10.4% |
| 3M | -17.5% | -13.7% | -3.8% | -16.1% |
| 6M | -14.6% | -24.3% | +9.7% | -11.8% |
| YTD | -62.3% | +8.9% | -71.2% | -63.1% |
| 1Y | -59.6% | +22.7% | -82.3% | -61.2% |
| 3Y | -45.3% | +51.2% | -96.5% | -49.1% |
| 5Y | -50.4% | +88.1% | -138.5% | -54.7% |
| All | -26.8% | +354.4% | -381.3% | -28.0% |
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