+51.2%
RIO vs FTV
+39.2%
+12.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +3.9% | -4.8% | -1.9% |
| 30D | -9.1% | +18.7% | -27.8% | -13.0% |
| 3M | -13.7% | +10.0% | -23.7% | -15.8% |
| 6M | -24.3% | +14.6% | -38.9% | -27.3% |
| YTD | +8.9% | +23.4% | -14.5% | +1.5% |
| 1Y | +22.7% | +31.3% | -8.6% | +12.0% |
| 3Y | +51.2% | +39.8% | +11.4% | +31.6% |
| All | +51.2% | +39.2% | +12.0% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling