+95,575.5%
FICO vs RIO
+4,852.5%
+90,723.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.9% | +2.2% | -3.2% | -1.6% |
| 30D | +3.3% | -10.1% | +13.5% | +6.1% |
| 3M | -31.7% | -14.1% | -17.6% | -29.1% |
| 6M | -34.0% | -18.9% | -15.1% | -30.8% |
| YTD | -58.3% | +9.9% | -68.2% | -60.3% |
| 1Y | -57.9% | +27.0% | -84.9% | -61.5% |
| 3Y | -24.1% | +50.1% | -74.1% | -34.7% |
| 5Y | +85.3% | +95.3% | -10.0% | +44.4% |
| 10Y | +520.3% | +425.9% | +94.4% | +260.9% |
| All | +95,575.5% | +4,852.5% | +90,723.0% | +30,961.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling