+826.4%
FN vs RIO
+392.9%
+433.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.2% | +8.7% | +10.3% |
| 7D | +16.3% | +4.4% | +11.9% | +13.9% |
| 30D | -24.7% | -8.9% | -15.9% | -21.0% |
| 3M | -34.9% | -12.7% | -22.3% | -30.6% |
| 6M | -41.1% | -16.2% | -24.9% | -35.9% |
| YTD | -19.6% | +13.4% | -33.0% | -24.0% |
| 1Y | -18.5% | +30.9% | -49.4% | -27.8% |
| 3Y | +119.1% | +60.2% | +58.9% | +75.1% |
| 5Y | +206.9% | +98.9% | +108.0% | +113.8% |
| 10Y | +826.4% | +381.4% | +445.0% | +355.4% |
| All | +826.4% | +392.9% | +433.5% | +355.4% |
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 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