+584.5%
RIO vs FLR
+19.7%
+564.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -3.2% | -3.5% | +0.3% | -2.6% |
| 30D | +0.9% | +4.2% | -3.2% | +0.1% |
| 3M | -1.4% | +8.1% | -9.5% | -3.4% |
| 6M | +10.9% | +21.5% | -10.6% | +5.8% |
| YTD | +31.2% | +36.8% | -5.5% | +22.3% |
| 1Y | +67.9% | +31.2% | +36.7% | +57.0% |
| 3Y | +88.8% | +53.9% | +34.9% | +65.3% |
| 5Y | +93.1% | +243.0% | -149.9% | +44.2% |
| All | +584.5% | +19.7% | +564.8% | +496.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling