+12,222.0%
DE vs RIO
+6,041.4%
+6,180.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | +0.7% | +1.9% | -1.2% | 0.0% |
| 30D | +9.6% | +5.0% | +4.7% | +7.6% |
| 3M | +19.0% | +5.1% | +13.8% | +16.3% |
| 6M | +16.1% | +17.6% | -1.6% | +8.3% |
| YTD | +47.0% | +36.3% | +10.7% | +29.4% |
| 1Y | +43.1% | +71.2% | -28.0% | +15.3% |
| 3Y | +77.5% | +102.7% | -25.2% | +32.7% |
| 5Y | +96.4% | +99.6% | -3.2% | +44.1% |
| 10Y | +852.9% | +603.1% | +249.8% | +331.4% |
| All | +12,222.0% | +6,041.4% | +6,180.6% | +2,649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling