-11.0%
FLUT vs RIO
+604.6%
-615.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.2% |
| 7D | -3.6% | -3.4% | -0.2% | -3.2% |
| 30D | -0.3% | +0.6% | -0.9% | -0.4% |
| 3M | -12.6% | +2.5% | -15.2% | -13.0% |
| 6M | -8.0% | +10.8% | -18.8% | -9.5% |
| YTD | -54.1% | +30.5% | -84.6% | -56.0% |
| 1Y | -66.1% | +68.1% | -134.3% | -68.6% |
| 3Y | -45.0% | +94.0% | -139.1% | -50.2% |
| 5Y | -51.2% | +92.0% | -143.2% | -56.1% |
| All | -11.0% | +604.6% | -615.6% | -14.7% |
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