+3,078.0%
FN vs RIO
+372.9%
+2,705.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.6% | -7.5% |
| 7D | -7.0% | -1.6% | -5.4% | -6.5% |
| 30D | -24.7% | -11.6% | -13.1% | -20.5% |
| 3M | -35.7% | -12.7% | -22.9% | -31.9% |
| 6M | -52.4% | -12.4% | -40.0% | -49.6% |
| YTD | -25.0% | +11.0% | -36.0% | -28.3% |
| 1Y | -25.7% | +30.8% | -56.5% | -33.7% |
| 3Y | +110.2% | +52.4% | +57.8% | +73.5% |
| 5Y | +192.3% | +96.4% | +95.9% | +109.9% |
| 10Y | +812.3% | +431.1% | +381.2% | +311.9% |
| All | +3,078.0% | +372.9% | +2,705.1% | +1,376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling