+345.8%
RIO vs FFIV
+118.6%
+227.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -9.1% | -32.4% | +23.3% | +1.0% |
| 3M | -13.7% | -25.7% | +12.0% | -7.2% |
| 6M | -24.3% | -13.5% | -10.8% | -22.8% |
| YTD | +8.9% | +21.1% | -12.2% | -1.5% |
| 1Y | +22.7% | +29.4% | -6.8% | +8.4% |
| 3Y | +51.2% | +94.9% | -43.7% | +11.0% |
| 5Y | +88.1% | +34.7% | +53.4% | +54.1% |
| All | +345.8% | +118.6% | +227.2% | +177.1% |
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