+3,211.3%
RIO vs FDS
+9,502.8%
-6,291.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.5% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | +4.0% | +9.0% | -5.0% | +1.0% |
| 3M | +0.1% | +18.9% | -18.7% | -6.4% |
| 6M | +12.7% | +35.1% | -22.4% | -0.2% |
| YTD | +35.6% | +5.5% | +30.1% | +28.4% |
| 1Y | +73.7% | -16.8% | +90.5% | +76.1% |
| 3Y | +93.3% | -28.1% | +121.4% | +103.1% |
| 5Y | +92.4% | -17.4% | +109.9% | +89.8% |
| 10Y | +606.9% | +85.4% | +521.5% | +422.0% |
| All | +3,211.3% | +9,502.8% | -6,291.5% | +1,241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling