+67.0%
RIO vs FIGR
+1.6%
+65.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -3.9% |
| 7D | -3.4% | +1.0% | -4.3% | -3.4% |
| 30D | +0.6% | +31.4% | -30.8% | -1.1% |
| 3M | +2.5% | +30.3% | -27.7% | +0.7% |
| 6M | +10.8% | -7.6% | +18.4% | +10.2% |
| YTD | +30.5% | -10.5% | +40.9% | +26.8% |
| All | +67.0% | +1.6% | +65.4% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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