-58.8%
FICO vs RIO
+29.6%
-88.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +3.3% |
| 7D | -0.1% | +4.4% | -4.5% | +0.8% |
| 30D | +8.4% | -8.9% | +17.3% | +7.0% |
| 3M | -30.5% | -12.7% | -17.8% | -31.8% |
| 6M | -35.7% | -16.2% | -19.5% | -36.3% |
| YTD | -57.2% | +13.4% | -70.6% | -54.7% |
| All | -58.8% | +29.6% | -88.4% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling