+30.8%
RIO vs FDS
+31.1%
-0.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.9% |
| 7D | -1.6% | +9.4% | -11.0% | -0.7% |
| 30D | -11.6% | +23.8% | -35.4% | -9.8% |
| 3M | -12.7% | +25.1% | -37.9% | -10.6% |
| 6M | -12.4% | +53.8% | -66.2% | -7.7% |
| YTD | +11.0% | +19.6% | -8.6% | +14.3% |
| 1Y | +30.8% | +31.6% | -0.8% | +35.2% |
| All | +30.8% | +31.1% | -0.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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