-25.7%
FN vs RIO
+29.3%
-55.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.6% | -8.5% |
| 7D | -7.0% | -1.6% | -5.4% | -6.0% |
| 30D | -24.7% | -11.6% | -13.1% | -17.8% |
| 3M | -35.7% | -12.7% | -22.9% | -29.6% |
| 6M | -52.4% | -12.4% | -40.0% | -47.9% |
| YTD | -25.0% | +11.0% | -36.0% | -34.1% |
| 1Y | -25.7% | +30.8% | -56.5% | -51.3% |
| All | -25.7% | +29.3% | -55.0% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling