-80.3%
FIG vs RIO
+91.1%
-171.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.2% | -5.7% |
| 7D | -16.4% | +1.9% | -18.3% | -16.4% |
| 30D | -2.3% | +5.0% | -7.3% | -2.4% |
| 3M | +7.8% | +5.1% | +2.7% | +8.2% |
| 6M | -21.8% | +17.6% | -39.5% | -26.1% |
| YTD | -39.1% | +36.3% | -75.4% | -52.0% |
| 1Y | -56.6% | +71.2% | -127.8% | -74.7% |
| All | -80.3% | +91.1% | -171.4% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling