+73.7%
RIO vs FLR
+31.2%
+42.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | 0.0% | +5.4% | -5.5% | -1.1% |
| 30D | +4.0% | +11.4% | -7.4% | +1.2% |
| 3M | +0.1% | +11.4% | -11.3% | -2.9% |
| 6M | +12.7% | +16.6% | -3.9% | +7.1% |
| YTD | +35.6% | +41.7% | -6.2% | +24.3% |
| 1Y | +73.7% | +35.4% | +38.3% | +61.0% |
| All | +73.7% | +31.2% | +42.5% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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