+335.0%
RIO vs FND
+57.9%
+277.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -0.9% | -6.8% | +5.9% | +0.4% |
| 30D | -9.1% | +8.0% | -17.1% | -10.6% |
| 3M | -13.7% | -18.9% | +5.3% | -10.6% |
| 6M | -24.3% | +4.7% | -29.0% | -25.8% |
| YTD | +8.9% | -21.6% | +30.5% | +11.9% |
| 1Y | +22.7% | -22.0% | +44.7% | +26.0% |
| 3Y | +51.2% | -40.4% | +91.6% | +58.9% |
| 5Y | +88.1% | -63.8% | +151.9% | +109.1% |
| All | +335.0% | +57.9% | +277.1% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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