-24.1%
FICO vs RIO
+49.3%
-73.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -0.9% | +2.2% | -3.2% | -1.0% |
| 30D | +3.3% | -10.1% | +13.5% | +3.7% |
| 3M | -31.7% | -14.1% | -17.6% | -31.3% |
| 6M | -34.0% | -18.9% | -15.1% | -33.0% |
| YTD | -58.3% | +9.9% | -68.2% | -59.5% |
| 1Y | -57.9% | +27.0% | -84.9% | -60.3% |
| 3Y | -24.1% | +50.1% | -74.1% | -32.9% |
| All | -24.1% | +49.3% | -73.4% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling