-84.3%
FRMI vs RIO
+62.8%
-147.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +4.9% |
| 7D | +2.4% | 0.0% | +2.4% | +2.5% |
| 30D | -17.3% | +4.0% | -21.3% | -20.1% |
| 3M | -17.2% | +0.1% | -17.3% | -17.7% |
| 6M | -43.4% | +12.7% | -56.1% | -50.7% |
| YTD | -36.0% | +35.6% | -71.6% | -50.6% |
| All | -84.3% | +62.8% | -147.1% | -88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling