+99.4%
DE vs RIO
+90.3%
+9.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.6% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | +9.7% | +0.6% | +9.1% | +9.3% |
| 3M | +21.4% | +2.5% | +18.8% | +19.7% |
| 6M | +15.0% | +10.8% | +4.2% | +9.8% |
| YTD | +46.4% | +30.5% | +16.0% | +30.6% |
| 1Y | +45.6% | +68.1% | -22.5% | +17.1% |
| 3Y | +76.8% | +94.0% | -17.3% | +32.4% |
| 5Y | +99.4% | +92.0% | +7.4% | +48.2% |
| All | +99.4% | +90.3% | +9.1% | +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