+665.4%
FICO vs RIO
+605.0%
+60.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.4% |
| 7D | -10.6% | +1.0% | -11.5% | -10.9% |
| 30D | -6.3% | +4.0% | -10.4% | -7.6% |
| 3M | -19.7% | +4.5% | -24.3% | -21.4% |
| 6M | -31.8% | +17.3% | -49.1% | -36.3% |
| YTD | -41.8% | +36.2% | -78.0% | -49.1% |
| 1Y | -36.4% | +76.1% | -112.6% | -49.6% |
| 3Y | +9.3% | +102.5% | -93.3% | -20.0% |
| 5Y | +113.0% | +103.5% | +9.5% | +49.5% |
| 10Y | +665.4% | +619.2% | +46.3% | +218.2% |
| All | +665.4% | +605.0% | +60.5% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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