-83.9%
FIG vs RIO
+55.6%
-139.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.8% | -3.8% |
| 7D | -11.4% | +3.6% | -15.0% | -11.5% |
| 30D | -17.2% | -10.8% | -6.4% | -17.1% |
| 3M | -26.6% | -15.2% | -11.4% | -26.5% |
| 6M | -9.8% | -18.0% | +8.2% | -9.7% |
| YTD | -50.1% | +11.0% | -61.1% | -60.6% |
| 1Y | -58.1% | +26.4% | -84.4% | -72.1% |
| All | -83.9% | +55.6% | -139.4% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling