+545.7%
FICO vs RIO
+353.3%
+192.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | +0.9% | +3.6% | -2.7% | -0.4% |
| 30D | +9.4% | -10.8% | +20.3% | +13.3% |
| 3M | -30.4% | -15.2% | -15.2% | -26.9% |
| 6M | -35.1% | -18.0% | -17.1% | -31.5% |
| YTD | -56.8% | +11.0% | -67.8% | -59.7% |
| 1Y | -58.4% | +26.4% | -84.8% | -63.1% |
| 3Y | -26.7% | +54.4% | -81.0% | -41.3% |
| 5Y | +88.0% | +98.1% | -10.1% | +28.9% |
| 10Y | +545.7% | +358.5% | +187.2% | +203.1% |
| All | +545.7% | +353.3% | +192.4% | +203.1% |
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