+99.6%
RIO vs FDS
-20.4%
+120.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.9% |
| 7D | +1.9% | -5.4% | +7.3% | +2.4% |
| 30D | +5.0% | +1.6% | +3.4% | +4.7% |
| 3M | +5.1% | +17.7% | -12.6% | +3.1% |
| 6M | +17.6% | +29.1% | -11.4% | +13.5% |
| YTD | +36.3% | +1.0% | +35.3% | +37.3% |
| 1Y | +71.2% | -21.6% | +92.8% | +82.6% |
| 3Y | +102.7% | -30.1% | +132.8% | +120.2% |
| 5Y | +99.6% | -20.7% | +120.3% | +105.2% |
| All | +99.6% | -20.4% | +120.0% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling