+693.0%
FN vs RIO
+354.4%
+338.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.9% |
| 30D | -16.5% | -9.1% | -7.4% | -12.3% |
| 3M | -42.1% | -13.7% | -28.4% | -37.8% |
| 6M | -52.9% | -24.3% | -28.5% | -46.1% |
| YTD | -28.0% | +8.9% | -36.8% | -30.5% |
| 1Y | -18.5% | +22.7% | -41.2% | -25.5% |
| 3Y | +93.9% | +51.2% | +42.7% | +59.2% |
| 5Y | +170.5% | +88.1% | +82.4% | +93.6% |
| All | +693.0% | +354.4% | +338.6% | +287.8% |
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