+3,299.6%
FITB vs RIO
+4,806.4%
-1,506.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | +9.8% | -9.1% | +18.9% | +13.7% |
| 3M | -5.2% | -13.7% | +8.5% | -0.1% |
| 6M | +17.3% | -24.3% | +41.7% | +29.1% |
| YTD | +19.3% | +8.9% | +10.4% | +13.5% |
| 1Y | +32.7% | +22.7% | +10.0% | +20.6% |
| 3Y | +141.6% | +51.2% | +90.4% | +99.7% |
| 5Y | +48.9% | +88.1% | -39.3% | +10.9% |
| 10Y | +216.5% | +352.3% | -135.8% | +69.8% |
| All | +3,299.6% | +4,806.4% | -1,506.7% | +822.5% |
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