+73.7%
RIO vs FTV
+21.5%
+52.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | 0.0% | -4.6% | +4.6% | +0.5% |
| 30D | +4.0% | -7.2% | +11.1% | +4.9% |
| 3M | +0.1% | -7.3% | +7.4% | +0.9% |
| 6M | +12.7% | -1.6% | +14.3% | +11.8% |
| YTD | +35.6% | +3.3% | +32.2% | +32.6% |
| 1Y | +73.7% | +20.2% | +53.5% | +65.8% |
| All | +73.7% | +21.5% | +52.2% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling