+851.5%
DE vs RIO
+608.6%
+242.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -2.6% | -3.2% | +0.6% | -1.2% |
| 30D | +9.0% | +0.9% | +8.1% | +8.4% |
| 3M | +19.1% | -1.4% | +20.6% | +19.3% |
| 6M | +14.4% | +10.9% | +3.4% | +7.8% |
| YTD | +45.9% | +31.2% | +14.7% | +26.6% |
| 1Y | +43.6% | +67.9% | -24.3% | +10.4% |
| 3Y | +75.9% | +88.8% | -12.9% | +25.6% |
| 5Y | +98.8% | +93.1% | +5.7% | +35.5% |
| All | +851.5% | +608.6% | +242.8% | +284.8% |
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