+88.8%
RIO vs FRSH
-46.4%
+135.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.2% | -6.6% | +3.4% | -2.9% |
| 30D | +0.9% | +2.1% | -1.2% | +0.7% |
| 3M | -1.4% | +29.0% | -30.4% | -3.0% |
| 6M | +10.9% | +48.6% | -37.7% | +7.9% |
| YTD | +31.2% | -2.9% | +34.2% | +32.4% |
| 1Y | +67.9% | -7.9% | +75.8% | +70.2% |
| 3Y | +88.8% | -46.5% | +135.3% | +102.6% |
| All | +88.8% | -46.4% | +135.2% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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