+50.1%
RIO vs FFIV
+102.2%
-52.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.2% | -8.1% | +10.4% | +3.5% |
| 30D | -10.1% | -33.4% | +23.3% | -5.1% |
| 3M | -14.1% | -24.7% | +10.6% | -11.2% |
| 6M | -18.9% | -8.8% | -10.1% | -19.0% |
| YTD | +9.9% | +21.8% | -11.9% | +3.7% |
| 1Y | +27.0% | +25.3% | +1.7% | +19.2% |
| 3Y | +50.1% | +101.2% | -51.1% | +19.5% |
| All | +50.1% | +102.2% | -52.1% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling