+95.9%
RIO vs FND
-50.0%
+146.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.0% | -0.8% | +1.7% | +1.1% |
| 30D | +4.0% | -19.6% | +23.6% | +8.1% |
| 3M | +4.5% | -4.3% | +8.9% | +4.7% |
| 6M | +17.3% | -20.4% | +37.8% | +20.9% |
| YTD | +36.2% | -21.9% | +58.0% | +40.2% |
| 1Y | +76.1% | -45.2% | +121.3% | +93.4% |
| All | +95.9% | -50.0% | +146.0% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling