+99.6%
RIO vs FFIV
+92.2%
+7.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +1.9% | -1.5% | +3.5% | +2.3% |
| 30D | +5.0% | -2.7% | +7.6% | +5.4% |
| 3M | +5.1% | -1.7% | +6.8% | +5.1% |
| 6M | +17.6% | +36.1% | -18.5% | +9.0% |
| YTD | +36.3% | +52.6% | -16.3% | +22.6% |
| 1Y | +71.2% | +21.5% | +49.7% | +61.7% |
| 3Y | +102.7% | +142.7% | -40.0% | +57.7% |
| 5Y | +99.6% | +92.6% | +7.0% | +50.6% |
| All | +99.6% | +92.2% | +7.4% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling