-49.2%
FLUT vs RIO
+97.3%
-146.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | +3.8% | +1.9% | +1.9% | +3.4% |
| 30D | +6.3% | +5.0% | +1.3% | +5.1% |
| 3M | -4.0% | +5.1% | -9.2% | -5.4% |
| 6M | -10.3% | +17.6% | -27.9% | -14.6% |
| YTD | -53.2% | +36.3% | -89.5% | -57.6% |
| 1Y | -65.0% | +71.2% | -136.2% | -70.5% |
| 3Y | -43.9% | +102.7% | -146.6% | -55.6% |
| 5Y | -49.2% | +99.6% | -148.8% | -60.9% |
| All | -49.2% | +97.3% | -146.5% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling