+112.2%
RIO vs FRSH
-72.5%
+184.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.2% | -6.6% | +3.4% | -2.7% |
| 30D | +0.9% | +2.1% | -1.2% | +0.6% |
| 3M | -1.4% | +29.0% | -30.4% | -3.7% |
| 6M | +10.9% | +48.6% | -37.7% | +6.7% |
| YTD | +31.2% | -2.9% | +34.2% | +30.8% |
| 1Y | +67.9% | -7.9% | +75.8% | +68.0% |
| 3Y | +88.8% | -46.5% | +135.3% | +95.4% |
| All | +112.2% | -72.5% | +184.7% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling