+619.2%
RIO vs FFIV
+239.4%
+379.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -1.3% |
| 7D | +1.0% | +3.5% | -2.5% | -0.1% |
| 30D | +4.0% | -1.3% | +5.3% | +4.2% |
| 3M | +4.5% | +2.4% | +2.2% | +3.2% |
| 6M | +17.3% | +41.8% | -24.5% | +3.6% |
| YTD | +36.2% | +58.5% | -22.3% | +15.3% |
| 1Y | +76.1% | +24.3% | +51.8% | +60.8% |
| 3Y | +102.5% | +152.0% | -49.5% | +40.0% |
| 5Y | +103.5% | +99.1% | +4.4% | +48.0% |
| 10Y | +619.2% | +242.8% | +376.4% | +295.2% |
| All | +619.2% | +239.4% | +379.8% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling