+173.8%
DAL vs RIO
+49.3%
+124.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | +8.8% | +2.2% | +6.5% | +7.8% |
| 30D | +5.4% | -10.1% | +15.5% | +10.6% |
| 3M | -4.9% | -14.1% | +9.2% | +1.6% |
| 6M | +19.8% | -18.9% | +38.7% | +31.0% |
| YTD | +27.0% | +9.9% | +17.1% | +16.8% |
| 1Y | +52.5% | +27.0% | +25.5% | +29.2% |
| 3Y | +173.8% | +50.1% | +123.8% | +103.3% |
| All | +173.8% | +49.3% | +124.5% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling