-65.6%
FIS vs RIO
+97.3%
-162.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -6.0% |
| 7D | -3.5% | +1.9% | -5.4% | -3.9% |
| 30D | -7.8% | +5.0% | -12.8% | -8.9% |
| 3M | +0.8% | +5.1% | -4.3% | -0.6% |
| 6M | -21.9% | +17.6% | -39.5% | -25.7% |
| YTD | -39.5% | +36.3% | -75.8% | -45.3% |
| 1Y | -41.0% | +71.2% | -112.2% | -50.5% |
| 3Y | -23.6% | +102.7% | -126.3% | -40.2% |
| 5Y | -65.6% | +99.6% | -165.2% | -74.2% |
| All | -65.6% | +97.3% | -162.9% | -74.2% |
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 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