+54.6%
FTI vs RIO
+29.3%
+25.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.6% | -7.0% | -4.2% |
| 7D | -9.7% | -1.6% | -8.1% | -9.2% |
| 30D | -8.2% | -11.6% | +3.4% | -5.3% |
| 3M | -7.8% | -12.7% | +4.9% | -4.7% |
| 6M | -13.4% | -12.4% | -1.0% | -10.5% |
| YTD | +45.1% | +11.0% | +34.1% | +34.3% |
| 1Y | +54.6% | +30.8% | +23.7% | +31.7% |
| All | +54.6% | +29.3% | +25.2% | +31.7% |
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