+2,316.4%
RIO vs FFIV
+5,965.2%
-3,648.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | -14.1% | -24.7% | +10.6% | -11.0% |
| 6M | -18.9% | -8.8% | -10.1% | -18.4% |
| YTD | +9.9% | +21.8% | -11.9% | +5.4% |
| 1Y | +27.0% | +25.3% | +1.7% | +21.2% |
| 3Y | +50.1% | +101.2% | -51.1% | +32.2% |
| 5Y | +95.3% | +40.2% | +55.1% | +79.8% |
| 10Y | +425.9% | +129.0% | +296.9% | +346.2% |
| All | +2,316.4% | +5,965.2% | -3,648.7% | +1,441.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling