+75.9%
DE vs RIO
+88.2%
-12.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.6% | -3.2% | +0.6% | -1.6% |
| 30D | +9.0% | +0.9% | +8.1% | +8.6% |
| 3M | +19.1% | -1.4% | +20.6% | +19.4% |
| 6M | +14.4% | +10.9% | +3.4% | +9.5% |
| YTD | +45.9% | +31.2% | +14.7% | +30.5% |
| 1Y | +43.6% | +67.9% | -24.3% | +16.1% |
| 3Y | +75.9% | +88.8% | -12.9% | +32.2% |
| All | +75.9% | +88.2% | -12.3% | +32.2% |
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 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