+619.2%
RIO vs FDS
+72.8%
+546.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.8% |
| 7D | +1.0% | -8.8% | +9.8% | +3.3% |
| 30D | +4.0% | -1.4% | +5.4% | +4.1% |
| 3M | +4.5% | +13.9% | -9.3% | -0.4% |
| 6M | +17.3% | +27.4% | -10.1% | +6.6% |
| YTD | +36.2% | -2.5% | +38.6% | +34.1% |
| 1Y | +76.1% | -23.8% | +99.9% | +88.5% |
| 3Y | +102.5% | -32.5% | +135.0% | +123.3% |
| 5Y | +103.5% | -23.2% | +126.7% | +106.3% |
| 10Y | +619.2% | +76.4% | +542.8% | +396.9% |
| All | +619.2% | +72.8% | +546.3% | +396.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling