+102.4%
FN vs RIO
+49.3%
+53.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.0% | +11.3% |
| 7D | 0.0% | +2.2% | -2.3% | -1.5% |
| 30D | -34.3% | -10.1% | -24.2% | -29.9% |
| 3M | -39.9% | -14.1% | -25.7% | -34.4% |
| 6M | -51.8% | -18.9% | -32.9% | -45.7% |
| YTD | -28.1% | +9.9% | -38.1% | -31.1% |
| 1Y | -29.1% | +27.0% | -56.1% | -36.7% |
| 3Y | +102.4% | +50.1% | +52.4% | +66.0% |
| All | +102.4% | +49.3% | +53.1% | +66.0% |
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