+69.8%
FITB vs RIO
+90.3%
-20.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +2.0% |
| 7D | -1.0% | -3.4% | +2.4% | +0.2% |
| 30D | -5.5% | +0.6% | -6.1% | -5.9% |
| 3M | +4.1% | +2.5% | +1.6% | +2.5% |
| 6M | +18.7% | +10.8% | +7.9% | +12.4% |
| YTD | +18.2% | +30.5% | -12.3% | +4.1% |
| 1Y | +23.7% | +68.1% | -44.5% | -2.2% |
| 3Y | +130.8% | +94.0% | +36.7% | +68.6% |
| 5Y | +69.8% | +92.0% | -22.2% | +18.7% |
| All | +69.8% | +90.3% | -20.5% | +18.7% |
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