-52.4%
FIS vs RIO
+354.4%
-406.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +2.8% | -0.9% | +3.8% | +3.1% |
| 30D | -16.7% | -9.1% | -7.6% | -14.8% |
| 3M | -32.3% | -13.7% | -18.6% | -29.8% |
| 6M | -29.1% | -24.3% | -4.7% | -23.9% |
| YTD | -54.1% | +8.9% | -63.0% | -56.9% |
| 1Y | -53.7% | +22.7% | -76.4% | -58.3% |
| 3Y | -38.8% | +51.2% | -90.0% | -49.7% |
| 5Y | -71.1% | +88.1% | -159.2% | -78.6% |
| All | -52.4% | +354.4% | -406.8% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling