-83.1%
FRMI vs RIO
+57.6%
-140.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +1.5% |
| 7D | +7.4% | -3.2% | +10.6% | +11.0% |
| 30D | -27.6% | +0.9% | -28.6% | -27.8% |
| 3M | -20.9% | -1.4% | -19.4% | -20.1% |
| 6M | -36.6% | +10.9% | -47.5% | -44.1% |
| YTD | -31.3% | +31.2% | -62.5% | -45.2% |
| All | -83.1% | +57.6% | -140.7% | -87.2% |
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