+490.0%
RIO vs FTV
+127.3%
+362.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +0.1% | +3.7% | -3.6% | -1.5% |
| 30D | -10.5% | +16.8% | -27.4% | -16.8% |
| 3M | -15.9% | +10.4% | -26.3% | -19.9% |
| 6M | -22.3% | +12.8% | -35.1% | -27.1% |
| YTD | +9.3% | +23.3% | -14.0% | -2.9% |
| 1Y | +23.0% | +31.0% | -8.0% | +6.1% |
| 3Y | +52.1% | +38.6% | +13.5% | +23.8% |
| 5Y | +88.9% | +17.6% | +71.3% | +63.8% |
| 10Y | +354.1% | +110.0% | +244.1% | +169.9% |
| All | +490.0% | +127.3% | +362.6% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling