+1,739.7%
FLUT vs RIO
+1,882.0%
-142.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | +4.5% | +0.5% | +4.0% | +4.5% |
| 30D | +9.2% | -9.9% | +19.1% | +10.0% |
| 3M | -13.7% | -14.0% | +0.4% | -12.7% |
| 6M | -9.0% | -19.5% | +10.5% | -7.7% |
| YTD | -60.2% | +11.5% | -71.8% | -60.8% |
| 1Y | -63.1% | +26.9% | -90.1% | -64.0% |
| 3Y | -42.5% | +55.1% | -97.6% | -44.8% |
| 5Y | -47.6% | +90.7% | -138.2% | -50.5% |
| 10Y | -22.9% | +363.3% | -386.2% | -31.7% |
| All | +1,739.7% | +1,882.0% | -142.3% | +1,478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling