-47.5%
FPS vs RIO
-17.4%
-30.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +3.2% | +12.8% | +12.8% |
| 7D | -8.0% | +4.4% | -12.4% | -11.7% |
| 30D | -43.5% | -8.9% | -34.7% | -37.9% |
| 3M | -41.6% | -12.7% | -28.9% | -33.5% |
| All | -47.5% | -17.4% | -30.0% | -35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling