+54.4%
RIO vs FDS
-24.9%
+79.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +3.6% | -2.0% | +5.6% | +3.6% |
| 30D | -10.8% | +13.5% | -24.3% | -10.9% |
| 3M | -15.2% | +15.2% | -30.4% | -15.3% |
| 6M | -18.0% | +47.0% | -65.1% | -18.7% |
| YTD | +11.0% | +13.9% | -2.9% | +13.3% |
| 1Y | +26.4% | +25.2% | +1.2% | +26.6% |
| 3Y | +54.4% | -25.3% | +79.7% | +70.3% |
| All | +54.4% | -24.9% | +79.3% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling