-72.7%
FIS vs RIO
+96.6%
-169.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -27.4% | +3.6% | -31.0% | -28.0% |
| 30D | -16.8% | -10.8% | -6.0% | -15.1% |
| 3M | -32.6% | -15.2% | -17.4% | -30.6% |
| 6M | -33.4% | -18.0% | -15.4% | -31.1% |
| YTD | -56.0% | +11.0% | -67.0% | -58.7% |
| 1Y | -55.1% | +26.4% | -81.4% | -59.5% |
| 3Y | -41.4% | +54.4% | -95.8% | -51.3% |
| 5Y | -72.7% | +98.1% | -170.7% | -80.3% |
| All | -72.7% | +96.6% | -169.2% | -80.3% |
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 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