-41.1%
FIS vs RIO
+74.7%
-115.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -9.1% | +1.0% | -10.0% | -9.0% |
| 30D | -10.4% | +4.0% | -14.5% | -9.9% |
| 3M | -3.7% | +4.5% | -8.2% | -2.6% |
| 6M | -24.8% | +17.3% | -42.1% | -22.8% |
| YTD | -41.6% | +36.2% | -77.7% | -40.6% |
| All | -41.1% | +74.7% | -115.8% | -41.8% |
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