-55.8%
FIG vs RIO
+73.7%
-129.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.3% |
| 7D | -16.3% | 0.0% | -16.3% | -16.3% |
| 30D | -14.3% | +4.0% | -18.3% | -14.2% |
| 3M | +7.2% | +0.1% | +7.0% | +8.0% |
| 6M | -18.6% | +12.7% | -31.3% | -21.0% |
| YTD | -35.5% | +35.6% | -71.0% | -46.1% |
| 1Y | -55.8% | +73.7% | -129.5% | -69.9% |
| All | -55.8% | +73.7% | -129.5% | -69.9% |
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 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