+119.1%
FN vs RIO
+58.5%
+60.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.2% | +8.7% | +9.9% |
| 7D | +16.3% | +4.4% | +11.9% | +13.3% |
| 30D | -24.7% | -8.9% | -15.9% | -20.2% |
| 3M | -34.9% | -12.7% | -22.3% | -29.5% |
| 6M | -41.1% | -16.2% | -24.9% | -34.7% |
| YTD | -19.6% | +13.4% | -33.0% | -24.5% |
| 1Y | -18.5% | +30.9% | -49.4% | -28.9% |
| 3Y | +119.1% | +60.2% | +58.9% | +68.7% |
| All | +119.1% | +58.5% | +60.6% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling