-59.8%
FISV vs RIO
+87.1%
-146.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.7% |
| 7D | -7.2% | -3.4% | -3.9% | -7.1% |
| 30D | -7.2% | +0.6% | -7.8% | -7.2% |
| 3M | -8.2% | +2.5% | -10.7% | -8.2% |
| 6M | -17.7% | +10.8% | -28.5% | -18.7% |
| YTD | -27.2% | +30.5% | -57.6% | -29.6% |
| 1Y | -63.0% | +68.1% | -131.1% | -65.4% |
| All | -59.8% | +87.1% | -146.9% | -65.2% |
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 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