+376.5%
FIS vs RIO
+2,313.9%
-1,937.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -2.2% | +4.0% | -6.2% | -3.3% |
| 3M | +2.1% | +0.1% | +2.0% | +1.6% |
| 6M | -14.7% | +12.7% | -27.4% | -18.1% |
| YTD | -35.7% | +35.6% | -71.3% | -41.5% |
| 1Y | -37.1% | +73.7% | -110.8% | -46.4% |
| 3Y | -20.0% | +93.3% | -113.3% | -34.4% |
| 5Y | -62.1% | +92.4% | -154.6% | -69.4% |
| 10Y | -37.4% | +606.9% | -644.3% | -64.5% |
| All | +376.5% | +2,313.9% | -1,937.4% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling