+132.2%
DAL vs RIO
+606.7%
-474.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +0.1% | 0.0% | +0.2% | +0.2% |
| 30D | -13.9% | +4.0% | -17.9% | -15.9% |
| 3M | +1.1% | +0.1% | +0.9% | +0.4% |
| 6M | +26.2% | +12.7% | +13.5% | +17.2% |
| YTD | +16.4% | +35.6% | -19.1% | -2.7% |
| 1Y | +33.9% | +73.7% | -39.8% | -2.3% |
| 3Y | +93.4% | +93.3% | +0.1% | +31.2% |
| 5Y | +106.4% | +92.4% | +13.9% | +34.6% |
| All | +132.2% | +606.7% | -474.6% | -17.5% |
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