+104.3%
DAL vs RIO
+354.4%
-250.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -0.5% |
| 30D | +12.8% | -9.1% | +21.9% | +18.6% |
| 3M | -5.3% | -13.7% | +8.4% | +2.0% |
| 6M | +22.4% | -24.3% | +46.7% | +40.3% |
| YTD | +25.6% | +8.9% | +16.7% | +17.3% |
| 1Y | +45.5% | +22.7% | +22.8% | +27.4% |
| 3Y | +161.0% | +51.2% | +109.8% | +100.7% |
| 5Y | +112.2% | +88.1% | +24.1% | +38.3% |
| All | +104.3% | +354.4% | -250.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling