-23.6%
FPS vs RIO
-5.9%
-17.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.0% | -7.9% | -7.8% |
| 7D | +21.6% | +0.1% | +21.5% | +22.5% |
| 30D | -38.8% | -10.5% | -28.3% | -30.8% |
| 3M | -42.1% | -15.9% | -26.2% | -31.0% |
| 6M | -48.5% | -22.3% | -26.2% | -34.5% |
| All | -23.6% | -5.9% | -17.8% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling