-56.6%
FIG vs RIO
+67.4%
-124.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.4% |
| 7D | -12.2% | -3.4% | -8.9% | -12.3% |
| 30D | -11.0% | +0.6% | -11.6% | -10.9% |
| 3M | +11.9% | +2.5% | +9.3% | +12.4% |
| 6M | -21.9% | +10.8% | -32.7% | -24.8% |
| YTD | -40.8% | +30.5% | -71.2% | -51.5% |
| 1Y | -56.6% | +68.1% | -124.8% | -73.6% |
| All | -56.6% | +67.4% | -124.0% | -73.6% |
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