+99.1%
DE vs RIO
+90.3%
+8.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +3.6% | -9.1% | +12.7% | +7.0% |
| 3M | +10.2% | -13.7% | +23.9% | +15.8% |
| 6M | +16.6% | -24.3% | +40.9% | +28.0% |
| YTD | +45.8% | +8.9% | +36.9% | +38.2% |
| 1Y | +43.9% | +22.7% | +21.2% | +30.0% |
| 3Y | +89.6% | +51.2% | +38.4% | +54.8% |
| All | +99.1% | +90.3% | +8.8% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling