+3,689.8%
FN vs RIO
+477.6%
+3,212.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -22.0% | +4.0% | -26.0% | -23.5% |
| 3M | -43.0% | +0.1% | -43.1% | -43.0% |
| 6M | -27.7% | +12.7% | -40.5% | -31.3% |
| YTD | -10.5% | +35.6% | -46.1% | -21.7% |
| 1Y | +12.5% | +73.7% | -61.2% | -11.5% |
| 3Y | +153.8% | +93.3% | +60.5% | +88.7% |
| 5Y | +288.0% | +92.4% | +195.6% | +179.5% |
| 10Y | +906.4% | +606.9% | +299.5% | +301.7% |
| All | +3,689.8% | +477.6% | +3,212.2% | +1,512.5% |
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