+141.6%
FITB vs RIO
+51.7%
+89.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | +9.8% | -9.1% | +18.9% | +12.8% |
| 3M | -5.2% | -13.7% | +8.5% | -1.2% |
| 6M | +17.3% | -24.3% | +41.7% | +27.3% |
| YTD | +19.3% | +8.9% | +10.4% | +12.2% |
| 1Y | +32.7% | +22.7% | +10.0% | +19.4% |
| 3Y | +141.6% | +51.2% | +90.4% | +92.1% |
| All | +141.6% | +51.7% | +89.9% | +92.1% |
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 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