+388.6%
DAL vs RIO
+345.7%
+42.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -4.6% |
| 7D | +1.4% | +0.1% | +1.2% | +1.4% |
| 30D | +9.1% | -10.5% | +19.6% | +13.2% |
| 3M | -3.5% | -15.9% | +12.4% | +2.0% |
| 6M | +23.4% | -22.3% | +45.7% | +33.4% |
| YTD | +26.0% | +9.3% | +16.7% | +21.3% |
| 1Y | +44.6% | +23.0% | +21.6% | +33.9% |
| 3Y | +162.7% | +52.1% | +110.7% | +125.8% |
| 5Y | +113.0% | +88.9% | +24.1% | +68.3% |
| 10Y | +109.8% | +354.1% | -244.3% | +28.2% |
| All | +388.6% | +345.7% | +42.9% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling