+128.1%
DAL vs RIO
+392.9%
-264.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.2% | +2.1% | +3.6% |
| 7D | +10.0% | +4.4% | +5.6% | +7.7% |
| 30D | +12.0% | -8.9% | +20.9% | +17.6% |
| 3M | +0.8% | -12.7% | +13.5% | +7.7% |
| 6M | +26.2% | -16.2% | +42.4% | +37.0% |
| YTD | +33.7% | +13.4% | +20.3% | +22.2% |
| 1Y | +57.6% | +30.9% | +26.7% | +33.3% |
| 3Y | +183.5% | +60.2% | +123.3% | +111.5% |
| 5Y | +114.2% | +98.9% | +15.3% | +35.3% |
| 10Y | +128.1% | +381.4% | -253.3% | -4.4% |
| All | +128.1% | +392.9% | -264.8% | -4.4% |
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