+2,625.3%
FN vs RIO
+365.1%
+2,260.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.7% | -12.6% | -13.5% |
| 7D | -16.0% | -0.1% | -15.9% | -16.0% |
| 30D | -40.1% | -13.3% | -26.8% | -36.1% |
| 3M | -43.9% | -16.3% | -27.6% | -39.4% |
| 6M | -55.6% | -15.4% | -40.2% | -52.2% |
| YTD | -35.7% | +9.2% | -44.8% | -38.0% |
| 1Y | -39.8% | +26.5% | -66.3% | -45.5% |
| 3Y | +80.3% | +49.9% | +30.4% | +50.0% |
| 5Y | +143.3% | +93.9% | +49.3% | +75.9% |
| 10Y | +682.3% | +422.3% | +260.0% | +256.2% |
| All | +2,625.3% | +365.1% | +2,260.2% | +1,176.5% |
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