-22.6%
FPS vs RIO
-4.4%
-18.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.6% | -20.9% | -20.6% |
| 7D | -23.3% | -1.6% | -21.7% | -22.4% |
| 30D | -42.4% | -11.6% | -30.8% | -35.0% |
| 3M | -43.0% | -12.7% | -30.3% | -35.3% |
| 6M | -44.5% | -12.4% | -32.1% | -37.5% |
| All | -22.6% | -4.4% | -18.2% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling