-51.7%
FIG vs RIO
+29.3%
-81.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +5.7% |
| 7D | -4.7% | -1.6% | -3.1% | -5.1% |
| 30D | +0.5% | -11.6% | +12.1% | -1.5% |
| 3M | -18.4% | -12.7% | -5.7% | -20.1% |
| 6M | +10.9% | -12.4% | +23.3% | +7.1% |
| YTD | -40.8% | +11.0% | -51.8% | -49.2% |
| 1Y | -51.7% | +30.8% | -82.5% | -68.8% |
| All | -51.7% | +29.3% | -81.0% | -68.8% |
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