+90.3%
FOXA vs RIO
+232.8%
-142.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -0.6% | +1.9% | -2.6% | -1.2% |
| 30D | +2.3% | +5.0% | -2.6% | +0.7% |
| 3M | -2.8% | +5.1% | -8.0% | -4.8% |
| 6M | +9.6% | +17.6% | -8.0% | +3.0% |
| YTD | -9.9% | +36.3% | -46.2% | -20.0% |
| 1Y | +5.4% | +71.2% | -65.8% | -13.7% |
| 3Y | +115.3% | +102.7% | +12.6% | +62.7% |
| 5Y | +93.1% | +99.6% | -6.5% | +41.5% |
| All | +90.3% | +232.8% | -142.5% | -7.6% |
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