+7,822.4%
FISV vs RIO
+6,041.4%
+1,781.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -4.2% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | -3.0% | +5.0% | -7.9% | -4.1% |
| 3M | -3.5% | +5.1% | -8.7% | -5.0% |
| 6M | -19.4% | +17.6% | -37.0% | -23.0% |
| YTD | -24.3% | +36.3% | -60.6% | -30.4% |
| 1Y | -62.4% | +71.2% | -133.6% | -67.3% |
| 3Y | -58.2% | +102.7% | -160.9% | -65.5% |
| 5Y | -56.5% | +99.6% | -156.1% | -64.6% |
| 10Y | -0.5% | +603.1% | -603.6% | -40.8% |
| All | +7,822.4% | +6,041.4% | +1,781.0% | +2,489.5% |
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