-55.8%
FISV vs RIO
+90.3%
-146.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.2% |
| 7D | -7.2% | -3.4% | -3.9% | -6.8% |
| 30D | -7.2% | +0.6% | -7.8% | -7.4% |
| 3M | -8.2% | +2.5% | -10.7% | -8.7% |
| 6M | -17.7% | +10.8% | -28.5% | -19.8% |
| YTD | -27.2% | +30.5% | -57.6% | -31.5% |
| 1Y | -63.0% | +68.1% | -131.1% | -67.1% |
| 3Y | -59.8% | +94.0% | -153.8% | -66.1% |
| 5Y | -55.8% | +92.0% | -147.8% | -63.1% |
| All | -55.8% | +90.3% | -146.1% | -63.1% |
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