-41.4%
FIS vs RIO
+56.4%
-97.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | -27.4% | +3.6% | -31.0% | -27.4% |
| 30D | -16.8% | -10.8% | -6.0% | -16.1% |
| 3M | -32.6% | -15.2% | -17.4% | -31.8% |
| 6M | -33.4% | -18.0% | -15.4% | -32.3% |
| YTD | -56.0% | +11.0% | -67.0% | -58.2% |
| 1Y | -55.1% | +26.4% | -81.4% | -58.7% |
| 3Y | -41.4% | +54.4% | -95.8% | -49.3% |
| All | -41.4% | +56.4% | -97.8% | -49.3% |
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