+121.4%
DAL vs RIO
+364.8%
-243.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +14.3% | -9.9% | +24.2% | +20.6% |
| 3M | +1.3% | -14.0% | +15.3% | +9.1% |
| 6M | +29.3% | -19.5% | +48.8% | +43.4% |
| YTD | +33.0% | +11.5% | +21.5% | +22.5% |
| 1Y | +59.8% | +26.9% | +32.9% | +37.4% |
| 3Y | +177.2% | +55.1% | +122.0% | +110.2% |
| 5Y | +118.4% | +90.7% | +27.7% | +41.3% |
| 10Y | +121.4% | +363.3% | -241.9% | -5.7% |
| All | +121.4% | +364.8% | -243.4% | -5.7% |
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