-93.2%
FRMI vs RIO
+29.3%
-122.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.6% | -14.2% | -14.5% |
| 7D | -39.7% | -1.6% | -38.1% | -38.8% |
| 30D | -55.2% | -11.6% | -43.6% | -48.6% |
| 3M | -71.2% | -12.7% | -58.4% | -66.2% |
| 6M | -64.1% | -12.4% | -51.7% | -59.3% |
| YTD | -77.2% | +11.0% | -88.3% | -80.9% |
| 1Y | -93.2% | +30.8% | -124.0% | -95.6% |
| All | -93.2% | +29.3% | -122.5% | -95.6% |
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 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