-40.9%
FIS vs RIO
+605.0%
-645.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -9.1% | +1.0% | -10.0% | -9.3% |
| 30D | -10.4% | +4.0% | -14.5% | -11.6% |
| 3M | -3.7% | +4.5% | -8.2% | -5.5% |
| 6M | -24.8% | +17.3% | -42.1% | -29.3% |
| YTD | -41.6% | +36.2% | -77.7% | -48.2% |
| 1Y | -42.7% | +76.1% | -118.9% | -53.7% |
| 3Y | -26.2% | +102.5% | -128.8% | -44.0% |
| 5Y | -66.1% | +103.5% | -169.7% | -75.1% |
| 10Y | -40.9% | +619.2% | -660.0% | -70.0% |
| All | -40.9% | +605.0% | -645.8% | -70.0% |
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