+98.2%
RIO vs FGI
-70.4%
+168.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | +0.1% | +23.5% | -23.4% | -0.1% |
| 6M | +12.7% | +60.5% | -47.8% | +11.2% |
| YTD | +35.6% | +30.0% | +5.6% | +34.0% |
| 1Y | +73.7% | +82.1% | -8.4% | +70.3% |
| 3Y | +93.3% | -4.4% | +97.7% | +90.7% |
| All | +98.2% | -70.4% | +168.5% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling