-62.0%
FISV vs RIO
+69.4%
-131.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.5% |
| 7D | -2.7% | -3.2% | +0.5% | -3.0% |
| 30D | 0.0% | +0.9% | -0.9% | +0.2% |
| 3M | -2.8% | -1.4% | -1.4% | -2.3% |
| 6M | -11.8% | +10.9% | -22.8% | -12.3% |
| YTD | -23.2% | +31.2% | -54.4% | -24.5% |
| 1Y | -62.0% | +67.9% | -129.9% | -61.9% |
| All | -62.0% | +69.4% | -131.4% | -61.9% |
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