+2,570.4%
RIO vs FDS
+10,448.9%
-7,878.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | +0.1% | -2.6% | +2.7% | +0.9% |
| 30D | -10.5% | +14.1% | -24.6% | -14.3% |
| 3M | -15.9% | +19.8% | -35.7% | -21.2% |
| 6M | -22.3% | +55.0% | -77.2% | -34.1% |
| YTD | +9.3% | +15.9% | -6.6% | -0.1% |
| 1Y | +23.0% | +24.2% | -1.2% | +9.6% |
| 3Y | +52.1% | -24.0% | +76.1% | +56.2% |
| 5Y | +88.9% | -23.3% | +112.2% | +90.2% |
| 10Y | +354.1% | +128.0% | +226.1% | +212.2% |
| All | +2,570.4% | +10,448.9% | -7,878.6% | +943.0% |
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