+794.1%
FN vs RIO
+353.3%
+440.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.6% | -3.7% |
| 7D | -4.1% | +3.6% | -7.7% | -5.5% |
| 30D | -28.3% | -10.8% | -17.5% | -24.0% |
| 3M | -33.9% | -15.2% | -18.7% | -28.4% |
| 6M | -43.9% | -18.0% | -25.9% | -38.2% |
| YTD | -23.4% | +11.0% | -34.4% | -26.9% |
| 1Y | -25.4% | +26.4% | -51.8% | -32.8% |
| 3Y | +107.9% | +54.4% | +53.5% | +69.0% |
| 5Y | +195.1% | +98.1% | +97.0% | +105.9% |
| 10Y | +794.1% | +358.5% | +435.6% | +335.8% |
| All | +794.1% | +353.3% | +440.8% | +335.8% |
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