+84.4%
FICO vs RIO
+90.3%
-5.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +2.2% | -0.9% | +3.2% | +2.4% |
| 30D | +0.1% | -9.1% | +9.2% | +1.4% |
| 3M | -35.2% | -13.7% | -21.5% | -33.8% |
| 6M | -32.4% | -24.3% | -8.0% | -29.4% |
| YTD | -57.4% | +8.9% | -66.3% | -59.1% |
| 1Y | -58.5% | +22.7% | -81.2% | -61.3% |
| 3Y | -28.9% | +51.2% | -80.0% | -38.0% |
| All | +84.4% | +90.3% | -5.9% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling