+23.0%
RIO vs FDS
+23.2%
-0.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -2.1% |
| 7D | +0.1% | -2.6% | +2.7% | -0.1% |
| 30D | -10.5% | +14.1% | -24.6% | -9.3% |
| 3M | -15.9% | +19.8% | -35.7% | -14.3% |
| 6M | -22.3% | +55.0% | -77.2% | -18.3% |
| YTD | +9.3% | +15.9% | -6.6% | +12.3% |
| 1Y | +23.0% | +24.2% | -1.2% | +26.5% |
| All | +23.0% | +23.2% | -0.2% | +26.5% |
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