-83.4%
FRMI vs RIO
+56.7%
-140.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | +1.7% |
| 7D | +10.9% | -3.4% | +14.3% | +14.8% |
| 30D | -24.3% | +0.6% | -24.9% | -24.2% |
| 3M | -21.8% | +2.5% | -24.3% | -24.4% |
| 6M | -33.0% | +10.8% | -43.8% | -40.9% |
| YTD | -32.6% | +30.5% | -63.1% | -46.0% |
| All | -83.4% | +56.7% | -140.1% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling