+47.9%
DE vs RIO
+73.7%
-25.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +10.0% | 0.0% | +10.1% | +10.0% |
| 30D | +13.3% | +4.0% | +9.4% | +12.4% |
| 3M | +17.5% | +0.1% | +17.4% | +17.4% |
| 6M | +13.6% | +12.7% | +0.9% | +10.7% |
| YTD | +49.8% | +35.6% | +14.2% | +42.1% |
| 1Y | +47.9% | +73.7% | -25.8% | +41.2% |
| All | +47.9% | +73.7% | -25.9% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling