-22.3%
RIO vs FGI
+38.5%
-60.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -1.9% |
| 7D | +0.1% | +13.5% | -13.4% | +0.3% |
| 30D | -10.5% | +17.1% | -27.6% | -10.3% |
| 3M | -15.9% | +78.0% | -93.9% | -14.8% |
| 6M | -22.3% | +46.4% | -68.7% | -21.7% |
| All | -22.3% | +38.5% | -60.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 6mo: compounded portfolio wealth divided by compounded FGI 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…
6mo analysis · Full analysis span regression · 6 months rolling