+94.7%
RIO vs FGI
-4.4%
+99.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | +0.4% |
| 7D | 0.0% | +0.5% | -0.6% | 0.0% |
| 30D | +4.0% | +65.4% | -61.4% | +4.1% |
| 3M | +0.1% | +23.5% | -23.4% | +0.3% |
| 6M | +12.7% | +60.5% | -47.8% | +12.4% |
| YTD | +35.6% | +30.0% | +5.6% | +35.2% |
| 1Y | +73.7% | +82.1% | -8.4% | +73.9% |
| All | +94.7% | -4.4% | +99.1% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling