-14.6%
FLUT vs RIO
-20.6%
+6.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -4.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.1% |
| 30D | +5.0% | -10.5% | +15.5% | +3.7% |
| 3M | -16.4% | -15.9% | -0.5% | -18.0% |
| 6M | -14.6% | -22.3% | +7.7% | -11.0% |
| All | -14.6% | -20.6% | +6.1% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling