+358.5%
RIO vs FFIV
+126.0%
+232.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +3.6% | -4.2% | +7.8% | +4.9% |
| 30D | -10.8% | -33.9% | +23.1% | -0.2% |
| 3M | -15.2% | -22.6% | +7.4% | -10.0% |
| 6M | -18.0% | -10.4% | -7.6% | -17.3% |
| YTD | +11.0% | +24.3% | -13.3% | -0.4% |
| 1Y | +26.4% | +31.8% | -5.4% | +11.1% |
| 3Y | +54.4% | +99.5% | -45.1% | +12.6% |
| 5Y | +98.1% | +40.7% | +57.3% | +59.9% |
| 10Y | +358.5% | +126.9% | +231.6% | +180.5% |
| All | +358.5% | +126.0% | +232.6% | +180.5% |
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