+100.4%
RIO vs FND
-62.2%
+162.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 3M | +4.5% | -4.3% | +8.9% | +4.7% |
| 6M | +17.3% | -20.4% | +37.8% | +20.5% |
| YTD | +36.2% | -21.9% | +58.0% | +39.8% |
| 1Y | +76.1% | -45.2% | +121.3% | +90.9% |
| 3Y | +102.5% | -49.2% | +151.8% | +117.7% |
| All | +100.4% | -62.2% | +162.7% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling