+2,635.8%
RIO vs FLR
+603.8%
+2,032.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.2% |
| 7D | 0.0% | +5.4% | -5.5% | -2.0% |
| 30D | +4.0% | +11.4% | -7.4% | -0.9% |
| 3M | +0.1% | +11.4% | -11.3% | -5.1% |
| 6M | +12.7% | +16.6% | -3.9% | +3.9% |
| YTD | +35.6% | +41.7% | -6.2% | +16.0% |
| 1Y | +73.7% | +35.4% | +38.3% | +49.6% |
| 3Y | +93.3% | +57.3% | +36.0% | +44.8% |
| 5Y | +92.4% | +241.0% | -148.6% | +1.0% |
| 10Y | +606.9% | +16.6% | +590.3% | +316.4% |
| All | +2,635.8% | +603.8% | +2,032.0% | +1,083.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling